+2,396.1%
MUU vs FANG
+10.7%
+2,385.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -8.2% | +2.9% | -11.1% | -10.4% |
| 30D | +10.2% | +2.6% | +7.5% | +7.6% |
| 3M | -26.5% | +7.6% | -34.1% | -32.6% |
| 6M | +227.2% | +17.3% | +209.9% | +163.1% |
| YTD | +527.4% | +38.7% | +488.7% | +300.0% |
| 1Y | +1,843.7% | +51.6% | +1,792.0% | +962.4% |
| All | +2,396.1% | +10.7% | +2,385.4% | +1,866.6% |
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