+1,311.3%
MU vs FANG
+45.6%
+1,265.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.3% |
| 7D | +2.0% | +1.2% | +0.8% | +1.5% |
| 30D | +12.5% | +2.4% | +10.2% | +11.6% |
| 3M | +9.6% | +5.1% | +4.5% | +7.1% |
| 6M | +142.6% | +16.4% | +126.2% | +124.6% |
| YTD | +242.7% | +39.0% | +203.7% | +190.7% |
| 1Y | +599.3% | +50.6% | +548.6% | +464.9% |
| All | +1,311.3% | +45.6% | +1,265.7% | +1,087.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling