+176.7%
MU vs FANG
+32.1%
+144.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.8% | -15.7% | -17.6% |
| 7D | -29.7% | -13.0% | -16.7% | -30.9% |
| 30D | -37.2% | -2.9% | -34.3% | -37.0% |
| 3M | -26.5% | -3.0% | -23.5% | -25.9% |
| 6M | +2.6% | -11.9% | +14.5% | +2.2% |
| YTD | +130.1% | +21.5% | +108.7% | +140.9% |
| 1Y | +176.7% | +34.0% | +142.7% | +162.4% |
| All | +176.7% | +32.1% | +144.6% | +162.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling