+48.2%
FANG vs MLM
+15.8%
+32.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.6% |
| 7D | -0.4% | -2.7% | +2.3% | -0.2% |
| 30D | +2.4% | -8.3% | +10.7% | +2.9% |
| 3M | +4.9% | -12.0% | +16.9% | +5.5% |
| 6M | +12.0% | -17.6% | +29.7% | +13.9% |
| YTD | +37.1% | -18.9% | +56.0% | +38.9% |
| 1Y | +52.3% | -17.6% | +69.9% | +53.2% |
| All | +48.2% | +15.8% | +32.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling