+351.3%
FERG vs MKC
+29.9%
+321.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.6% | -1.5% | -1.1% | -2.4% |
| 30D | -8.9% | -3.1% | -5.8% | -8.5% |
| 3M | -2.0% | +5.2% | -7.2% | -2.9% |
| 6M | -3.2% | -12.8% | +9.6% | -1.4% |
| YTD | +1.5% | -23.3% | +24.8% | +5.3% |
| 1Y | +0.5% | -24.1% | +24.6% | +4.3% |
| 3Y | +50.4% | -32.1% | +82.5% | +57.8% |
| 5Y | +68.7% | -32.8% | +101.5% | +76.2% |
| All | +351.3% | +29.9% | +321.5% | +370.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling