+13.6%
FERG vs MULL
+2,481.0%
-2,467.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | +3.4% | +14.0% | -10.6% | +2.4% |
| 30D | -11.5% | +24.8% | -36.3% | -13.1% |
| 3M | +1.3% | -16.1% | +17.4% | -0.5% |
| 6M | -1.0% | +330.9% | -331.9% | -18.9% |
| YTD | +3.2% | +545.0% | -541.8% | -20.2% |
| 1Y | -3.0% | +2,427.1% | -2,430.1% | -37.3% |
| All | +13.6% | +2,481.0% | -2,467.4% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling