+71.5%
FERG vs MLM
+41.9%
+29.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.6% |
| 7D | 0.0% | -2.9% | +2.9% | +1.7% |
| 30D | -10.2% | -6.8% | -3.4% | -6.4% |
| 3M | -0.6% | -11.2% | +10.7% | +6.1% |
| 6M | -6.5% | -21.8% | +15.3% | +7.7% |
| YTD | +4.2% | -17.0% | +21.2% | +14.9% |
| 1Y | -2.3% | -16.4% | +14.1% | +7.4% |
| 3Y | +48.5% | +14.5% | +34.0% | +34.4% |
| All | +71.5% | +41.9% | +29.6% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling