+1,017.5%
MDB vs FANG
+161.8%
+855.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | -14.0% | +2.4% | -16.4% | -14.4% |
| 3M | +5.3% | +4.9% | +0.4% | +4.1% |
| 6M | +31.9% | +12.0% | +19.8% | +28.6% |
| YTD | -14.6% | +37.1% | -51.7% | -19.9% |
| 1Y | +8.2% | +52.3% | -44.0% | -0.6% |
| 3Y | -5.0% | +45.0% | -50.0% | -12.8% |
| 5Y | -24.5% | +231.0% | -255.5% | -39.1% |
| All | +1,017.5% | +161.8% | +855.7% | +786.6% |
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