+862.2%
FERG vs MPC
+2,977.1%
-2,114.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | +5.4% | -5.5% | -0.5% |
| 30D | -10.2% | +31.0% | -41.2% | -12.5% |
| 3M | -0.6% | +46.0% | -46.6% | -4.2% |
| 6M | -6.5% | +77.3% | -83.8% | -11.9% |
| YTD | +4.2% | +141.9% | -137.7% | -4.9% |
| 1Y | -2.3% | +120.9% | -123.2% | -10.0% |
| 3Y | +48.5% | +182.7% | -134.2% | +32.9% |
| 5Y | +72.0% | +646.4% | -574.4% | +43.6% |
| 10Y | +369.9% | +1,138.7% | -768.8% | +276.3% |
| All | +862.2% | +2,977.1% | -2,114.8% | +642.9% |
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