-2.3%
FERG vs MULL
+3,061.6%
-3,063.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.8% | -9.5% | +1.8% |
| 7D | 0.0% | +17.3% | -17.3% | -0.7% |
| 30D | -10.2% | +23.5% | -33.7% | -11.1% |
| 3M | -0.6% | -24.0% | +23.4% | -1.2% |
| 6M | -6.5% | +276.7% | -283.3% | -16.9% |
| YTD | +4.2% | +565.1% | -560.9% | -10.9% |
| 1Y | -2.3% | +2,802.6% | -2,804.9% | -18.4% |
| All | -2.3% | +3,061.6% | -3,063.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling