+896.6%
MAR vs FANG
+1,416.0%
-519.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -5.7% | +2.4% | -8.0% | -6.3% |
| 3M | -14.6% | +5.1% | -19.7% | -16.1% |
| 6M | +1.3% | +16.4% | -15.1% | -3.6% |
| YTD | +6.7% | +39.0% | -32.3% | -3.3% |
| 1Y | +26.4% | +50.6% | -24.2% | +11.9% |
| 3Y | +64.7% | +46.9% | +17.8% | +43.5% |
| 5Y | +153.1% | +238.2% | -85.2% | +72.3% |
| 10Y | +437.9% | +181.3% | +256.6% | +210.8% |
| All | +896.6% | +1,416.0% | -519.3% | +296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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