+19.8%
MDT vs FANG
+32.1%
-12.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.2% |
| 7D | +8.0% | -13.0% | +21.0% | +7.5% |
| 30D | +20.4% | -2.9% | +23.3% | +19.8% |
| 3M | +22.9% | -3.0% | +25.9% | +22.6% |
| 6M | +37.1% | -11.9% | +49.0% | +36.2% |
| YTD | +11.9% | +21.5% | -9.6% | +10.2% |
| 1Y | +19.8% | +34.0% | -14.1% | +16.6% |
| All | +19.8% | +32.1% | -12.3% | +16.6% |
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 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