+226.9%
FERG vs MP
+257.7%
-30.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -1.4% |
| 7D | -2.1% | -10.5% | +8.4% | -0.9% |
| 30D | +8.7% | -23.5% | +32.2% | +11.7% |
| 3M | -7.4% | -25.4% | +18.0% | -4.8% |
| 6M | -6.6% | -51.3% | +44.6% | -0.1% |
| YTD | +6.6% | -29.9% | +36.5% | +8.7% |
| 1Y | -3.6% | -31.8% | +28.3% | -1.7% |
| 3Y | +56.4% | +127.0% | -70.6% | +30.0% |
| 5Y | +67.5% | -3.3% | +70.8% | +49.5% |
| All | +226.9% | +257.7% | -30.8% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling