+69.3%
FERG vs MMM
+24.9%
+44.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.6% |
| 7D | +0.9% | -2.6% | +3.5% | +2.0% |
| 30D | -15.1% | -9.3% | -5.8% | -11.7% |
| 3M | -4.8% | +5.6% | -10.4% | -7.1% |
| 6M | -2.5% | +9.5% | -11.9% | -6.3% |
| YTD | +1.8% | +4.1% | -2.3% | -0.4% |
| 1Y | -0.3% | +9.4% | -9.7% | -4.6% |
| 3Y | +52.9% | +101.0% | -48.1% | +12.1% |
| 5Y | +69.3% | +26.1% | +43.2% | +53.2% |
| All | +69.3% | +24.9% | +44.4% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling