+434.6%
FERG vs MLM
+185.4%
+249.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -2.1% | -4.1% | +2.0% | -1.0% |
| 30D | +8.7% | +8.2% | +0.5% | +6.5% |
| 3M | -7.4% | -3.6% | -3.8% | -6.6% |
| 6M | -6.6% | -15.6% | +8.9% | -2.7% |
| YTD | +6.6% | -16.4% | +23.0% | +11.3% |
| 1Y | -3.6% | -14.3% | +10.8% | +0.1% |
| 3Y | +56.4% | +19.3% | +37.1% | +52.6% |
| 5Y | +67.5% | +29.6% | +37.9% | +58.3% |
| All | +434.6% | +185.4% | +249.2% | +378.2% |
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