+117.2%
MPC vs FANG
+32.3%
+85.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.9% | -3.2% | -5.4% |
| 7D | -10.9% | -11.3% | +0.4% | -4.9% |
| 30D | -9.4% | -0.7% | -8.8% | -8.9% |
| 3M | +26.0% | -4.2% | +30.1% | +28.1% |
| 6M | +56.5% | -13.5% | +70.0% | +67.3% |
| YTD | +144.3% | +23.7% | +120.5% | +119.0% |
| 1Y | +117.2% | +34.3% | +82.9% | +81.3% |
| All | +117.2% | +32.3% | +85.0% | +81.3% |
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