+1,029.4%
MDB vs FANG
+164.8%
+864.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -1.8% | +2.9% | -4.7% | -2.2% |
| 30D | -17.3% | +2.6% | -19.9% | -17.7% |
| 3M | +2.2% | +7.6% | -5.4% | +0.6% |
| 6M | +33.9% | +17.3% | +16.6% | +29.5% |
| YTD | -13.7% | +38.7% | -52.4% | -19.2% |
| 1Y | +9.1% | +51.6% | -42.6% | +0.3% |
| 3Y | -8.1% | +50.0% | -58.1% | -16.1% |
| 5Y | -25.9% | +237.6% | -263.5% | -40.3% |
| All | +1,029.4% | +164.8% | +864.6% | +794.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling