+84.6%
FERG vs MDB
-41.6%
+126.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +7.2% | -1.0% | +8.2% | +7.4% |
| 30D | +17.9% | -14.0% | +31.9% | +19.7% |
| 3M | -1.3% | -20.3% | +19.0% | +0.4% |
| 6M | +8.3% | +10.9% | -2.5% | +4.6% |
| YTD | +18.3% | -20.9% | +39.2% | +18.2% |
| 1Y | +4.7% | -11.2% | +15.9% | +2.5% |
| 3Y | +70.3% | -11.9% | +82.2% | +59.3% |
| 5Y | +84.6% | -40.2% | +124.8% | +69.1% |
| All | +84.6% | -41.6% | +126.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling