+154.1%
FANG vs MLM
+140.0%
+14.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | +1.5% | -2.0% | +3.4% | +2.4% |
| 30D | -8.1% | +9.5% | -17.6% | -12.7% |
| 3M | -8.8% | -4.7% | -4.1% | -7.3% |
| 6M | -7.0% | -10.7% | +3.7% | -4.3% |
| YTD | +23.3% | -16.6% | +39.8% | +29.4% |
| 1Y | +27.7% | -15.4% | +43.0% | +32.6% |
| 3Y | +28.9% | +15.9% | +13.0% | +7.4% |
| 5Y | +103.9% | +27.1% | +76.8% | +53.2% |
| All | +154.1% | +140.0% | +14.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling