+229.6%
MMM vs FANG
+1,373.6%
-1,144.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -8.0% | +6.8% | -14.8% | -8.9% |
| 3M | +9.4% | +1.3% | +8.1% | +8.9% |
| 6M | +10.2% | +11.8% | -1.6% | +7.8% |
| YTD | +6.1% | +35.1% | -29.0% | +0.8% |
| 1Y | +10.8% | +48.9% | -38.1% | +3.6% |
| 3Y | +104.8% | +42.8% | +62.0% | +90.7% |
| 5Y | +27.0% | +230.3% | -203.3% | +3.6% |
| 10Y | +53.8% | +167.0% | -113.3% | +16.1% |
| All | +229.6% | +1,373.6% | -1,144.0% | +98.0% |
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