+884.5%
FERG vs MPC
+2,849.2%
-1,964.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -2.1% | -16.2% | +14.1% | -0.6% |
| 30D | +8.7% | -15.7% | +24.4% | +10.2% |
| 3M | -7.4% | +24.9% | -32.3% | -9.6% |
| 6M | -6.6% | +52.7% | -59.3% | -10.7% |
| YTD | +6.6% | +131.9% | -125.3% | -2.5% |
| 1Y | -3.6% | +96.6% | -100.2% | -10.4% |
| 3Y | +56.4% | +163.8% | -107.4% | +40.5% |
| 5Y | +67.5% | +533.1% | -465.6% | +41.0% |
| 10Y | +434.6% | +1,118.6% | -684.1% | +328.6% |
| All | +884.5% | +2,849.2% | -1,964.7% | +661.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling