+75.3%
FERG vs MP
-13.5%
+88.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.9% |
| 7D | +8.2% | +11.0% | -2.8% | +6.6% |
| 30D | +14.4% | -11.7% | +26.1% | +16.2% |
| 3M | +4.3% | -30.8% | +35.1% | +9.3% |
| 6M | +7.9% | -42.9% | +50.8% | +15.0% |
| YTD | +16.3% | -25.9% | +42.1% | +18.0% |
| 1Y | +2.2% | -37.3% | +39.5% | +5.9% |
| 3Y | +67.3% | +150.7% | -83.4% | +23.1% |
| 5Y | +75.3% | -19.3% | +94.6% | +51.9% |
| All | +75.3% | -13.5% | +88.8% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling