-34.6%
MP vs FANG
+32.3%
-66.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.9% | -0.2% | -5.6% |
| 7D | -12.5% | -11.3% | -1.2% | -13.7% |
| 30D | -23.3% | -0.7% | -22.7% | -23.2% |
| 3M | -24.4% | -4.2% | -20.2% | -24.5% |
| 6M | -45.8% | -13.5% | -32.3% | -46.4% |
| YTD | -28.9% | +23.7% | -52.6% | -29.3% |
| 1Y | -34.6% | +34.3% | -68.9% | -39.7% |
| All | -34.6% | +32.3% | -66.9% | -39.7% |
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