+1,397.3%
FANG vs MLM
+602.0%
+795.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.4% |
| 7D | +0.8% | -2.9% | +3.7% | +2.2% |
| 30D | +7.6% | -6.8% | +14.4% | +11.1% |
| 3M | -1.3% | -11.2% | +9.9% | +2.9% |
| 6M | +14.7% | -21.8% | +36.5% | +26.2% |
| YTD | +34.8% | -17.0% | +51.8% | +42.6% |
| 1Y | +42.9% | -16.4% | +59.3% | +49.8% |
| 3Y | +43.8% | +14.5% | +29.3% | +22.3% |
| 5Y | +225.8% | +41.7% | +184.1% | +134.8% |
| 10Y | +171.9% | +200.0% | -28.2% | +25.3% |
| All | +1,397.3% | +602.0% | +795.3% | +327.5% |
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