+27.7%
FANG vs MLM
-16.0%
+43.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.3% |
| 7D | +1.5% | -2.0% | +3.4% | +0.9% |
| 30D | -8.1% | +9.5% | -17.6% | -5.3% |
| 3M | -8.8% | -4.7% | -4.1% | -10.0% |
| 6M | -7.0% | -10.7% | +3.7% | -9.0% |
| YTD | +23.3% | -16.6% | +39.8% | +19.8% |
| 1Y | +27.7% | -15.4% | +43.0% | +24.1% |
| All | +27.7% | -16.0% | +43.6% | +24.1% |
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