+504.3%
MUU vs FANG
+32.3%
+472.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.9% | -9.1% | -15.2% |
| 7D | -35.9% | -11.3% | -24.5% | -38.0% |
| 30D | -47.1% | -0.7% | -46.5% | -46.5% |
| 3M | -29.8% | -4.2% | -25.7% | -29.1% |
| 6M | +16.0% | -13.5% | +29.5% | +13.2% |
| YTD | +286.1% | +23.7% | +262.4% | +338.5% |
| 1Y | +504.3% | +34.3% | +470.0% | +545.1% |
| All | +504.3% | +32.3% | +472.1% | +545.1% |
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