+70.3%
FERG vs MLM
+18.2%
+52.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +7.2% | -2.9% | +10.1% | +9.4% |
| 30D | +17.9% | +10.4% | +7.5% | +10.7% |
| 3M | -1.3% | -3.7% | +2.4% | +1.0% |
| 6M | +8.3% | -10.3% | +18.6% | +15.2% |
| YTD | +18.3% | -14.8% | +33.1% | +28.8% |
| 1Y | +4.7% | -13.9% | +18.6% | +13.1% |
| 3Y | +70.3% | +18.4% | +51.9% | +46.9% |
| All | +70.3% | +18.2% | +52.1% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling