+1,120.5%
MPC vs FANG
+183.1%
+937.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.4% |
| 7D | +1.2% | +1.2% | 0.0% | +0.6% |
| 30D | +17.0% | +2.4% | +14.6% | +15.5% |
| 3M | +49.5% | +5.1% | +44.4% | +45.5% |
| 6M | +83.5% | +16.4% | +67.1% | +70.0% |
| YTD | +144.1% | +39.0% | +105.1% | +106.7% |
| 1Y | +119.6% | +50.6% | +69.0% | +78.7% |
| 3Y | +168.1% | +46.9% | +121.1% | +117.4% |
| 5Y | +671.3% | +238.2% | +433.1% | +320.5% |
| All | +1,120.5% | +183.1% | +937.5% | +464.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling