+341.6%
FERG vs MDB
+906.0%
-564.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +7.2% | -1.0% | +8.2% | +7.3% |
| 30D | +17.9% | -14.0% | +31.9% | +19.1% |
| 3M | -1.3% | -20.3% | +19.0% | -0.1% |
| 6M | +8.3% | +10.9% | -2.5% | +5.9% |
| YTD | +18.3% | -20.9% | +39.2% | +18.2% |
| 1Y | +4.7% | -11.2% | +15.9% | +3.4% |
| 3Y | +70.3% | -11.9% | +82.2% | +63.1% |
| 5Y | +84.6% | -40.2% | +124.8% | +71.0% |
| All | +341.6% | +906.0% | -564.4% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling