+256.6%
FERG vs MP
+278.3%
-21.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.8% |
| 7D | +8.2% | +11.0% | -2.8% | +6.9% |
| 30D | +14.4% | -11.7% | +26.1% | +15.8% |
| 3M | +4.3% | -30.8% | +35.1% | +8.3% |
| 6M | +7.9% | -42.9% | +50.8% | +13.5% |
| YTD | +16.3% | -25.9% | +42.1% | +17.8% |
| 1Y | +2.2% | -37.3% | +39.5% | +5.2% |
| 3Y | +67.3% | +150.7% | -83.4% | +37.7% |
| 5Y | +75.3% | -19.3% | +94.6% | +56.6% |
| All | +256.6% | +278.3% | -21.7% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling