+358.9%
FERG vs MLM
+204.6%
+154.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +3.4% | +1.4% | +2.0% | +3.0% |
| 30D | -11.5% | -6.5% | -5.0% | -10.0% |
| 3M | +1.3% | -7.4% | +8.7% | +3.2% |
| 6M | -1.0% | -15.8% | +14.8% | +3.3% |
| YTD | +3.2% | -17.4% | +20.6% | +8.0% |
| 1Y | -3.0% | -17.9% | +14.9% | +1.8% |
| 3Y | +55.0% | +18.9% | +36.2% | +51.5% |
| 5Y | +72.6% | +43.4% | +29.2% | +63.0% |
| 10Y | +358.9% | +206.2% | +152.7% | +323.7% |
| All | +358.9% | +204.6% | +154.4% | +323.7% |
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