+5,731.6%
MU vs FANG
+182.5%
+5,549.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.1% | +2.9% | -7.0% | -4.8% |
| 30D | +7.0% | +2.6% | +4.4% | +6.2% |
| 3M | -2.1% | +7.6% | -9.6% | -4.6% |
| 6M | +133.1% | +17.3% | +115.7% | +120.2% |
| YTD | +241.9% | +38.7% | +203.2% | +206.6% |
| 1Y | +548.8% | +51.6% | +497.1% | +465.0% |
| 3Y | +1,308.2% | +50.0% | +1,258.2% | +1,122.7% |
| 5Y | +1,260.7% | +237.6% | +1,023.2% | +819.9% |
| All | +5,731.6% | +182.5% | +5,549.2% | +3,614.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling