+440.7%
FERG vs MLM
+140.5%
+300.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.2% |
| 7D | +6.4% | -5.8% | +12.3% | +8.2% |
| 30D | +19.9% | +9.8% | +10.1% | +17.1% |
| 3M | +5.6% | -5.2% | +10.7% | +7.0% |
| 6M | +9.2% | -10.3% | +19.5% | +12.2% |
| YTD | +20.6% | -15.5% | +36.1% | +25.6% |
| 1Y | +5.7% | -15.0% | +20.7% | +10.0% |
| 3Y | +73.6% | +17.5% | +56.1% | +69.8% |
| 5Y | +86.2% | +30.5% | +55.7% | +75.6% |
| 10Y | +440.7% | +145.5% | +295.1% | +399.2% |
| All | +440.7% | +140.5% | +300.1% | +399.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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