+182.5%
FANG vs MLM
+209.3%
-26.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.8% |
| 30D | +2.4% | -9.1% | +11.5% | +7.1% |
| 3M | +5.1% | -9.0% | +14.0% | +8.3% |
| 6M | +16.4% | -17.0% | +33.5% | +24.3% |
| YTD | +39.0% | -19.0% | +57.9% | +48.8% |
| 1Y | +50.6% | -18.1% | +68.7% | +59.5% |
| 3Y | +46.9% | +16.7% | +30.3% | +21.8% |
| 5Y | +238.2% | +40.2% | +198.0% | +138.5% |
| All | +182.5% | +209.3% | -26.8% | +30.8% |
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