+2,027.6%
MPC vs FANG
+1,370.4%
+657.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | +5.4% | +0.8% | +4.7% | +5.1% |
| 30D | +31.0% | +7.6% | +23.4% | +26.9% |
| 3M | +46.0% | -1.3% | +47.3% | +46.5% |
| 6M | +77.3% | +14.7% | +62.6% | +66.7% |
| YTD | +141.9% | +34.8% | +107.1% | +111.7% |
| 1Y | +120.9% | +42.9% | +78.0% | +88.3% |
| 3Y | +182.7% | +43.8% | +138.9% | +137.9% |
| 5Y | +646.4% | +225.8% | +420.6% | +348.5% |
| 10Y | +1,138.7% | +171.9% | +966.9% | +543.4% |
| All | +2,027.6% | +1,370.4% | +657.2% | +647.1% |
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