+430.3%
FERG vs MMM
+79.9%
+350.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +7.2% | +7.0% | +0.3% | +5.1% |
| 30D | +17.9% | +18.4% | -0.5% | +12.1% |
| 3M | -1.3% | +4.5% | -5.8% | -2.7% |
| 6M | +8.3% | +33.4% | -25.1% | -0.8% |
| YTD | +18.3% | +20.0% | -1.6% | +11.7% |
| 1Y | +4.7% | +15.0% | -10.3% | 0.0% |
| 3Y | +70.3% | +165.0% | -94.7% | +28.8% |
| 5Y | +84.6% | +47.9% | +36.7% | +57.1% |
| All | +430.3% | +79.9% | +350.4% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling