+104.5%
FANG vs MLM
+29.9%
+74.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -7.4% | -2.9% | -4.6% | -6.9% |
| 30D | -7.3% | +10.4% | -17.7% | -9.3% |
| 3M | -10.0% | -3.7% | -6.3% | -9.5% |
| 6M | -4.6% | -10.3% | +5.7% | -3.2% |
| YTD | +20.5% | -14.8% | +35.3% | +23.0% |
| 1Y | +26.0% | -13.9% | +39.9% | +27.9% |
| 3Y | +26.0% | +18.4% | +7.7% | +12.5% |
| 5Y | +104.5% | +31.8% | +72.7% | +75.1% |
| All | +104.5% | +29.9% | +74.5% | +75.1% |
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 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