+1,348.4%
FERG vs MMM
+298.8%
+1,049.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | -3.3% | +3.3% | +0.8% |
| 30D | -10.2% | -7.0% | -3.2% | -8.6% |
| 3M | -0.6% | +10.8% | -11.4% | -3.1% |
| 6M | -6.5% | +5.8% | -12.3% | -7.9% |
| YTD | +4.2% | +6.8% | -2.6% | +2.3% |
| 1Y | -2.3% | +10.4% | -12.6% | -4.8% |
| 3Y | +48.5% | +104.7% | -56.2% | +25.9% |
| 5Y | +72.0% | +23.6% | +48.5% | +56.5% |
| 10Y | +369.9% | +54.1% | +315.8% | +311.1% |
| All | +1,348.4% | +298.8% | +1,049.6% | +1,079.3% |
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