+1,348.4%
FERG vs MLM
+575.0%
+773.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | -10.2% | -6.8% | -3.4% | -9.1% |
| 3M | -0.6% | -11.2% | +10.7% | +1.4% |
| 6M | -6.5% | -21.8% | +15.3% | -2.7% |
| YTD | +4.2% | -17.0% | +21.2% | +7.3% |
| 1Y | -2.3% | -16.4% | +14.1% | +0.6% |
| 3Y | +48.5% | +14.5% | +34.0% | +47.1% |
| 5Y | +72.0% | +41.7% | +30.3% | +66.1% |
| 10Y | +369.9% | +200.0% | +169.8% | +342.3% |
| All | +1,348.4% | +575.0% | +773.4% | +1,245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling