-7.7%
MDB vs FANG
+32.3%
-40.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -2.4% |
| 7D | -16.5% | -11.3% | -5.2% | -17.1% |
| 30D | -8.6% | -0.7% | -7.9% | -8.3% |
| 3M | -13.6% | -4.2% | -9.4% | -13.3% |
| 6M | +24.1% | -13.5% | +37.5% | +21.9% |
| YTD | -21.8% | +23.7% | -45.5% | -10.7% |
| 1Y | -7.7% | +34.3% | -42.0% | +2.4% |
| All | -7.7% | +32.3% | -40.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling