+50.0%
FANG vs MTB
+114.2%
-64.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +2.6% | -4.8% | +7.4% | +4.3% |
| 3M | +7.6% | +6.0% | +1.6% | +4.9% |
| 6M | +17.3% | +19.6% | -2.3% | +8.5% |
| YTD | +38.7% | +21.5% | +17.2% | +26.7% |
| 1Y | +51.6% | +24.7% | +26.9% | +36.8% |
| 3Y | +50.0% | +108.6% | -58.6% | +15.5% |
| All | +50.0% | +114.2% | -64.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling