+52.3%
FANG vs MLM
-18.7%
+71.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.0% |
| 7D | -0.4% | -2.7% | +2.3% | -1.2% |
| 30D | +2.4% | -8.3% | +10.7% | 0.0% |
| 3M | +4.9% | -12.0% | +16.9% | +1.9% |
| 6M | +12.0% | -17.6% | +29.7% | +8.8% |
| YTD | +37.1% | -18.9% | +56.0% | +32.1% |
| 1Y | +52.3% | -17.6% | +69.9% | +47.3% |
| All | +52.3% | -18.7% | +71.0% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling