+230.3%
FANG vs MLM
+43.0%
+187.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | +6.8% | -6.5% | +13.3% | +8.2% |
| 3M | +1.3% | -7.4% | +8.7% | +2.1% |
| 6M | +11.8% | -15.8% | +27.6% | +15.1% |
| YTD | +35.1% | -17.4% | +52.5% | +39.1% |
| 1Y | +48.9% | -17.9% | +66.8% | +53.3% |
| 3Y | +42.8% | +18.9% | +23.9% | +26.5% |
| 5Y | +230.3% | +43.4% | +186.8% | +176.9% |
| All | +230.3% | +43.0% | +187.3% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling