+26.9%
MMM vs FANG
+232.6%
-205.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.1% | +2.9% | -5.0% | -2.6% |
| 30D | -9.8% | +2.6% | -12.5% | -10.2% |
| 3M | +4.9% | +7.6% | -2.6% | +3.4% |
| 6M | +7.3% | +17.3% | -10.0% | +3.6% |
| YTD | +4.5% | +38.7% | -34.2% | -2.6% |
| 1Y | +5.4% | +51.6% | -46.3% | -3.6% |
| 3Y | +98.6% | +50.0% | +48.6% | +79.3% |
| All | +26.9% | +232.6% | -205.7% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling