+67.5%
FERG vs MKC
-33.9%
+101.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.0% | -2.8% | +1.8% | -0.5% |
| 30D | -11.8% | -3.4% | -8.4% | -11.3% |
| 3M | -1.2% | +3.8% | -5.0% | -2.1% |
| 6M | -2.3% | -17.9% | +15.6% | +1.5% |
| YTD | +0.8% | -23.6% | +24.4% | +6.2% |
| 1Y | +0.5% | -23.1% | +23.6% | +5.5% |
| 3Y | +51.4% | -31.5% | +82.9% | +62.4% |
| 5Y | +67.5% | -33.1% | +100.6% | +77.9% |
| All | +67.5% | -33.9% | +101.4% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling