+297.0%
MXL vs FANG
+32.3%
+264.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.9% | -6.2% | -11.7% |
| 7D | -24.3% | -11.3% | -13.0% | -25.5% |
| 30D | -46.1% | -0.7% | -45.5% | -45.7% |
| 3M | -21.8% | -4.2% | -17.7% | -21.5% |
| 6M | -27.2% | -13.5% | -13.8% | -25.5% |
| YTD | +226.2% | +23.7% | +202.4% | +231.3% |
| 1Y | +297.0% | +34.3% | +262.7% | +303.3% |
| All | +297.0% | +32.3% | +264.7% | +303.3% |
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