+71.5%
FERG vs MP
+58.1%
+13.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | 0.0% | -2.9% | +2.8% | +0.4% |
| 30D | -10.2% | +13.8% | -24.0% | -11.9% |
| 3M | -0.6% | -16.7% | +16.1% | +1.2% |
| 6M | -6.5% | -11.5% | +5.0% | -6.4% |
| YTD | +4.2% | +7.9% | -3.8% | +0.8% |
| 1Y | -2.3% | -15.0% | +12.8% | -3.8% |
| 3Y | +48.5% | +153.5% | -105.0% | +12.6% |
| All | +71.5% | +58.1% | +13.5% | +36.6% |
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