+17,577.8%
MU vs FANG
+1,416.0%
+16,161.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.3% |
| 7D | +2.0% | +1.2% | +0.8% | +1.6% |
| 30D | +12.5% | +2.4% | +10.2% | +11.7% |
| 3M | +9.6% | +5.1% | +4.5% | +7.3% |
| 6M | +142.6% | +16.4% | +126.2% | +129.4% |
| YTD | +242.7% | +39.0% | +203.7% | +206.5% |
| 1Y | +599.3% | +50.6% | +548.6% | +508.6% |
| 3Y | +1,308.3% | +46.9% | +1,261.4% | +1,126.1% |
| 5Y | +1,263.7% | +238.2% | +1,025.5% | +808.7% |
| 10Y | +5,862.7% | +181.3% | +5,681.5% | +3,380.5% |
| All | +17,577.8% | +1,416.0% | +16,161.8% | +6,993.4% |
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