+655.1%
MPC vs FANG
+232.6%
+422.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.8% | +2.9% | -1.1% | +0.1% |
| 30D | +14.0% | +2.6% | +11.4% | +12.2% |
| 3M | +52.2% | +7.6% | +44.7% | +45.2% |
| 6M | +75.8% | +17.3% | +58.4% | +59.2% |
| YTD | +146.3% | +38.7% | +107.6% | +101.1% |
| 1Y | +120.8% | +51.6% | +69.2% | +70.7% |
| 3Y | +172.6% | +50.0% | +122.7% | +106.5% |
| All | +655.1% | +232.6% | +422.5% | +277.8% |
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