+1,577.3%
FERG vs MMM
+346.9%
+1,230.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +6.4% | -2.6% | +9.0% | +7.2% |
| 30D | +19.9% | +17.4% | +2.5% | +15.3% |
| 3M | +5.6% | +3.6% | +2.0% | +4.6% |
| 6M | +9.2% | +33.0% | -23.8% | +1.7% |
| YTD | +20.6% | +19.6% | +1.0% | +15.2% |
| 1Y | +5.7% | +14.0% | -8.4% | +2.0% |
| 3Y | +73.6% | +164.3% | -90.7% | +39.1% |
| 5Y | +86.2% | +49.3% | +36.9% | +63.2% |
| 10Y | +440.7% | +78.4% | +362.3% | +358.8% |
| All | +1,577.3% | +346.9% | +1,230.4% | +1,227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling