+34.3%
FANG vs MULL
+444.9%
-410.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.8% | +8.8% | -5.1% |
| 7D | -11.3% | -35.9% | +24.6% | -11.8% |
| 30D | -0.7% | -47.3% | +46.7% | -1.5% |
| 3M | -4.2% | -30.6% | +26.4% | -4.5% |
| 6M | -13.5% | +13.7% | -27.2% | -10.1% |
| YTD | +23.7% | +272.1% | -248.4% | +32.2% |
| 1Y | +34.3% | +475.1% | -440.7% | +45.0% |
| All | +34.3% | +444.9% | -410.5% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling