+13,979.0%
MU vs FANG
+1,273.9%
+12,705.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +12.8% | +4.0% | +8.8% | +11.6% |
| 30D | -14.9% | -5.8% | -9.1% | -13.4% |
| 3M | -18.0% | -6.7% | -11.3% | -16.8% |
| 6M | -3.1% | -6.4% | +3.3% | -2.3% |
| YTD | +172.9% | +25.9% | +147.0% | +150.0% |
| 1Y | +228.8% | +31.1% | +197.7% | +197.3% |
| 3Y | +950.8% | +31.3% | +919.5% | +842.5% |
| 5Y | +931.3% | +108.3% | +822.9% | +687.2% |
| 10Y | +4,417.7% | +156.4% | +4,261.3% | +2,614.9% |
| All | +13,979.0% | +1,273.9% | +12,705.1% | +5,687.4% |
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 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