+1,238.4%
FANG vs MLM
+620.3%
+618.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -7.4% | -2.9% | -4.6% | -6.2% |
| 30D | -7.3% | +10.4% | -17.7% | -12.2% |
| 3M | -10.0% | -3.7% | -6.3% | -9.0% |
| 6M | -4.6% | -10.3% | +5.7% | -2.0% |
| YTD | +20.5% | -14.8% | +35.3% | +25.1% |
| 1Y | +26.0% | -13.9% | +39.9% | +29.8% |
| 3Y | +26.0% | +18.4% | +7.7% | +5.5% |
| 5Y | +104.5% | +31.8% | +72.7% | +54.2% |
| 10Y | +140.5% | +143.4% | -2.9% | +22.4% |
| All | +1,238.4% | +620.3% | +618.1% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling