+1,348.4%
FERG vs MUB
+57.6%
+1,290.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | -0.9% | +0.8% | -0.1% |
| 30D | -10.2% | -1.4% | -8.8% | -10.2% |
| 3M | -0.6% | -2.2% | +1.6% | -0.7% |
| 6M | -6.5% | -1.9% | -4.6% | -6.6% |
| YTD | +4.2% | -0.8% | +5.0% | +4.2% |
| 1Y | -2.3% | +2.7% | -5.0% | -1.9% |
| 3Y | +48.5% | +8.6% | +39.9% | +50.6% |
| 5Y | +72.0% | +2.0% | +70.0% | +68.7% |
| 10Y | +369.9% | +17.9% | +352.0% | +399.8% |
| All | +1,348.4% | +57.6% | +1,290.8% | +1,515.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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