+175.1%
MPC vs FANG
+43.6%
+131.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +25.0% | +2.4% | +22.6% | +23.2% |
| 3M | +55.2% | +4.9% | +50.3% | +50.3% |
| 6M | +86.4% | +12.0% | +74.4% | +73.6% |
| YTD | +148.5% | +37.1% | +111.4% | +105.0% |
| 1Y | +121.7% | +52.3% | +69.4% | +71.7% |
| All | +175.1% | +43.6% | +131.5% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling