+1,348.4%
FERG vs MTB
+479.3%
+869.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | +1.7% | -1.8% | -0.3% |
| 30D | -10.2% | -4.2% | -6.0% | -9.6% |
| 3M | -0.6% | +8.9% | -9.4% | -1.8% |
| 6M | -6.5% | +10.9% | -17.4% | -7.9% |
| YTD | +4.2% | +21.5% | -17.3% | +1.3% |
| 1Y | -2.3% | +21.9% | -24.2% | -5.1% |
| 3Y | +48.5% | +109.2% | -60.8% | +34.8% |
| 5Y | +72.0% | +102.0% | -30.0% | +57.9% |
| 10Y | +369.9% | +171.9% | +198.0% | +321.9% |
| All | +1,348.4% | +479.3% | +869.1% | +1,134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling