+67.5%
FERG vs MDY
+43.9%
+23.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.1% |
| 7D | -1.0% | -2.5% | +1.5% | +1.5% |
| 30D | -11.8% | -5.0% | -6.8% | -7.3% |
| 3M | -1.2% | +0.5% | -1.7% | -1.5% |
| 6M | -2.3% | +8.0% | -10.3% | -9.0% |
| YTD | +0.8% | +12.2% | -11.4% | -9.3% |
| 1Y | +0.5% | +14.0% | -13.5% | -10.8% |
| 3Y | +51.4% | +48.2% | +3.2% | +6.6% |
| 5Y | +67.5% | +46.1% | +21.4% | +16.4% |
| All | +67.5% | +43.9% | +23.5% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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