-17.8%
MP vs FANG
+53.5%
-71.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.4% |
| 7D | -4.6% | +1.2% | -5.8% | -4.4% |
| 30D | -7.1% | +2.4% | -9.5% | -6.9% |
| 3M | -4.0% | +5.1% | -9.1% | -3.4% |
| 6M | -16.7% | +16.4% | -33.1% | -16.9% |
| YTD | +1.6% | +39.0% | -37.4% | +0.6% |
| 1Y | -17.8% | +50.6% | -68.4% | -20.3% |
| All | -17.8% | +53.5% | -71.4% | -20.3% |
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 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