+1,440.5%
FANG vs MKC
+116.7%
+1,323.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | -1.5% | +4.3% | +3.1% |
| 30D | +2.6% | -3.1% | +5.7% | +3.1% |
| 3M | +7.6% | +5.2% | +2.4% | +6.4% |
| 6M | +17.3% | -12.8% | +30.1% | +19.6% |
| YTD | +38.7% | -23.3% | +62.0% | +44.4% |
| 1Y | +51.6% | -24.1% | +75.8% | +58.0% |
| 3Y | +50.0% | -32.1% | +82.1% | +58.2% |
| 5Y | +237.6% | -32.8% | +270.4% | +253.1% |
| 10Y | +180.7% | +29.9% | +150.8% | +130.3% |
| All | +1,440.5% | +116.7% | +1,323.8% | +878.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling