+67.5%
FERG vs MTB
+101.1%
-33.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -11.8% | -4.6% | -7.2% | -10.3% |
| 3M | -1.2% | +7.4% | -8.7% | -4.0% |
| 6M | -2.3% | +18.7% | -21.0% | -8.5% |
| YTD | +0.8% | +21.1% | -20.3% | -6.4% |
| 1Y | +0.5% | +24.1% | -23.6% | -7.7% |
| 3Y | +51.4% | +115.3% | -64.0% | +13.6% |
| 5Y | +67.5% | +106.0% | -38.5% | +31.0% |
| All | +67.5% | +101.1% | -33.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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