+1,443.7%
FANG vs MTB
+257.7%
+1,185.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.1% |
| 7D | +1.2% | -0.4% | +1.6% | +1.5% |
| 30D | +2.4% | -4.6% | +7.0% | +5.3% |
| 3M | +5.1% | +7.4% | -2.4% | -0.4% |
| 6M | +16.4% | +18.7% | -2.3% | +2.3% |
| YTD | +39.0% | +21.1% | +17.9% | +19.7% |
| 1Y | +50.6% | +24.1% | +26.6% | +27.2% |
| 3Y | +46.9% | +115.3% | -68.4% | -18.3% |
| 5Y | +238.2% | +106.0% | +132.2% | +77.7% |
| 10Y | +181.3% | +171.6% | +9.7% | +24.2% |
| All | +1,443.7% | +257.7% | +1,185.9% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling