+5.7%
FERG vs MP
-42.0%
+47.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.8% |
| 7D | +6.4% | +2.3% | +4.1% | +6.1% |
| 30D | +19.9% | -15.3% | +35.2% | +22.3% |
| 3M | +5.6% | -33.5% | +39.1% | +10.8% |
| 6M | +9.2% | -45.5% | +54.7% | +16.6% |
| YTD | +20.6% | -27.3% | +47.9% | +20.5% |
| 1Y | +5.7% | -40.7% | +46.4% | +7.9% |
| All | +5.7% | -42.0% | +47.7% | +7.9% |
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