+229.2%
MXL vs FANG
+45.3%
+184.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +18.9% | +2.9% | +16.0% | +17.1% |
| 30D | +0.3% | +2.6% | -2.3% | -1.3% |
| 3M | -8.0% | +7.6% | -15.6% | -12.4% |
| 6M | +341.2% | +17.3% | +323.9% | +292.5% |
| YTD | +327.8% | +38.7% | +289.1% | +236.0% |
| 1Y | +364.9% | +51.6% | +313.3% | +240.3% |
| 3Y | +229.2% | +50.0% | +179.3% | +140.0% |
| All | +229.2% | +45.3% | +184.0% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling