+445.3%
MP vs FANG
+445.1%
+0.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.0% |
| 7D | -2.9% | +0.8% | -3.6% | -3.1% |
| 30D | +13.8% | +7.6% | +6.2% | +11.1% |
| 3M | -16.7% | -1.3% | -15.4% | -16.9% |
| 6M | -11.5% | +14.7% | -26.2% | -16.9% |
| YTD | +7.9% | +34.8% | -26.8% | -4.4% |
| 1Y | -15.0% | +42.9% | -58.0% | -26.6% |
| 3Y | +153.5% | +43.8% | +109.7% | +113.2% |
| 5Y | +58.7% | +225.8% | -167.2% | +7.3% |
| All | +445.3% | +445.1% | +0.2% | +255.0% |
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