+2,168.5%
MPC vs FANG
+1,273.9%
+894.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | +11.2% | +4.0% | +7.2% | +9.4% |
| 30D | -14.5% | -5.8% | -8.7% | -12.2% |
| 3M | +16.7% | -6.7% | +23.4% | +20.0% |
| 6M | +67.6% | -6.4% | +74.0% | +71.8% |
| YTD | +157.9% | +25.9% | +132.0% | +132.1% |
| 1Y | +116.7% | +31.1% | +85.5% | +91.6% |
| 3Y | +199.8% | +31.3% | +168.4% | +162.2% |
| 5Y | +604.4% | +108.3% | +496.1% | +406.4% |
| 10Y | +1,171.5% | +156.4% | +1,015.1% | +580.0% |
| All | +2,168.5% | +1,273.9% | +894.6% | +719.1% |
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