+424.2%
FERG vs MLM
+138.2%
+286.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +9.7% | -0.9% | +10.6% | +10.1% |
| 30D | +15.0% | +9.0% | +6.0% | +12.6% |
| 3M | +3.8% | -5.6% | +9.3% | +5.3% |
| 6M | +10.6% | -10.7% | +21.3% | +13.8% |
| YTD | +17.0% | -17.2% | +34.1% | +22.5% |
| 1Y | +7.1% | -14.2% | +21.3% | +11.3% |
| 3Y | +67.7% | +15.6% | +52.1% | +64.8% |
| 5Y | +76.4% | +26.2% | +50.2% | +67.3% |
| All | +424.2% | +138.2% | +286.0% | +387.5% |
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