-2.3%
FERG vs MPC
+120.1%
-122.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | +5.4% | -5.5% | 0.0% |
| 30D | -10.2% | +31.0% | -41.2% | -10.0% |
| 3M | -0.6% | +46.0% | -46.6% | -0.5% |
| 6M | -6.5% | +77.3% | -83.8% | -9.1% |
| YTD | +4.2% | +141.9% | -137.7% | -6.8% |
| 1Y | -2.3% | +120.9% | -123.2% | -12.3% |
| All | -2.3% | +120.1% | -122.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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