+1,516.3%
FERG vs MLM
+578.4%
+938.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | +8.2% | -2.0% | +10.2% | +8.6% |
| 30D | +14.4% | +9.5% | +4.9% | +12.7% |
| 3M | +4.3% | -4.7% | +9.1% | +5.2% |
| 6M | +7.9% | -10.7% | +18.6% | +9.9% |
| YTD | +16.3% | -16.6% | +32.8% | +19.7% |
| 1Y | +2.2% | -15.4% | +17.6% | +5.1% |
| 3Y | +67.3% | +15.9% | +51.4% | +65.6% |
| 5Y | +75.3% | +27.1% | +48.2% | +70.0% |
| 10Y | +421.0% | +142.3% | +278.7% | +392.7% |
| All | +1,516.3% | +578.4% | +938.0% | +1,400.9% |
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 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