+1,382.0%
FERG vs MLM
+579.4%
+802.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -2.1% | -4.1% | +2.0% | -1.3% |
| 30D | +8.7% | +8.2% | +0.5% | +7.3% |
| 3M | -7.4% | -3.6% | -3.8% | -6.8% |
| 6M | -6.6% | -15.6% | +8.9% | -4.0% |
| YTD | +6.6% | -16.4% | +23.0% | +9.7% |
| 1Y | -3.6% | -14.3% | +10.8% | -1.1% |
| 3Y | +56.4% | +19.3% | +37.1% | +54.3% |
| 5Y | +67.5% | +29.6% | +37.9% | +62.2% |
| 10Y | +434.6% | +189.9% | +244.7% | +403.2% |
| All | +1,382.0% | +579.4% | +802.5% | +1,275.1% |
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