+288.8%
FERG vs MDB
+1,017.4%
-728.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | +2.7% |
| 7D | 0.0% | -17.4% | +17.4% | +1.4% |
| 30D | -10.2% | -2.0% | -8.2% | -10.3% |
| 3M | -0.6% | -3.0% | +2.4% | -0.8% |
| 6M | -6.5% | +48.7% | -55.2% | -10.7% |
| YTD | +4.2% | -12.1% | +16.3% | +3.7% |
| 1Y | -2.3% | +14.5% | -16.8% | -5.2% |
| 3Y | +48.5% | -6.1% | +54.6% | +41.9% |
| 5Y | +72.0% | -27.3% | +99.3% | +58.5% |
| All | +288.8% | +1,017.4% | -728.6% | +263.9% |
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