+1,545.2%
FERG vs MMM
+348.1%
+1,197.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +7.2% | +7.0% | +0.3% | +5.5% |
| 30D | +17.9% | +18.4% | -0.5% | +13.1% |
| 3M | -1.3% | +4.5% | -5.8% | -2.4% |
| 6M | +8.3% | +33.4% | -25.1% | +0.8% |
| YTD | +18.3% | +20.0% | -1.6% | +12.9% |
| 1Y | +4.7% | +15.0% | -10.3% | +0.8% |
| 3Y | +70.3% | +165.0% | -94.7% | +36.3% |
| 5Y | +84.6% | +47.9% | +36.7% | +62.0% |
| 10Y | +430.3% | +79.6% | +350.7% | +349.5% |
| All | +1,545.2% | +348.1% | +1,197.1% | +1,201.2% |
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 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