+2,981.5%
MUU vs FANG
+43.7%
+2,937.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.8% | +13.4% | +11.1% |
| 7D | +17.4% | +0.8% | +16.6% | +17.6% |
| 30D | +24.0% | +7.6% | +16.4% | +26.7% |
| 3M | -23.9% | -1.3% | -22.6% | -23.3% |
| 6M | +284.4% | +14.7% | +269.8% | +299.2% |
| YTD | +583.7% | +34.8% | +548.9% | +634.9% |
| 1Y | +2,981.5% | +42.9% | +2,938.5% | +3,317.3% |
| All | +2,981.5% | +43.7% | +2,937.7% | +3,317.3% |
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