+62.7%
MP vs FANG
+238.1%
-175.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -0.7% | +2.4% | -3.1% | -1.7% |
| 3M | 0.0% | +4.9% | -4.9% | -3.0% |
| 6M | -10.0% | +12.0% | -22.0% | -16.2% |
| YTD | +7.5% | +37.1% | -29.6% | -9.3% |
| 1Y | -14.0% | +52.3% | -66.3% | -31.4% |
| 3Y | +153.5% | +45.0% | +108.5% | +96.6% |
| 5Y | +62.7% | +231.0% | -168.2% | -23.2% |
| All | +62.7% | +238.1% | -175.4% | -23.2% |
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