+3.1%
FERG vs MP
-35.7%
+38.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.1% | +7.8% | +3.3% |
| 7D | +7.7% | -12.5% | +20.3% | +9.4% |
| 30D | +11.5% | -23.3% | +34.8% | +15.1% |
| 3M | -2.4% | -24.4% | +22.0% | +0.8% |
| 6M | -4.0% | -45.8% | +41.8% | +2.4% |
| YTD | +13.4% | -28.9% | +42.3% | +14.0% |
| 1Y | +3.1% | -34.6% | +37.7% | +4.4% |
| All | +3.1% | -35.7% | +38.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling