+1,299.0%
FANG vs MLM
+600.4%
+698.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | +4.0% | -0.9% | +4.9% | +4.4% |
| 30D | -5.8% | +9.0% | -14.8% | -10.2% |
| 3M | -6.7% | -5.6% | -1.1% | -4.8% |
| 6M | -6.4% | -10.7% | +4.3% | -3.7% |
| YTD | +25.9% | -17.2% | +43.1% | +32.6% |
| 1Y | +31.1% | -14.2% | +45.3% | +35.1% |
| 3Y | +31.3% | +15.6% | +15.7% | +11.2% |
| 5Y | +108.3% | +26.2% | +82.1% | +60.7% |
| 10Y | +156.4% | +140.6% | +15.8% | +31.2% |
| All | +1,299.0% | +600.4% | +698.6% | +297.5% |
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