+351.3%
FERG vs MXL
+313.4%
+38.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.1% |
| 7D | -2.6% | +18.9% | -21.4% | -3.9% |
| 30D | -8.9% | +0.3% | -9.2% | -9.2% |
| 3M | -2.0% | -8.0% | +6.0% | -3.2% |
| 6M | -3.2% | +341.2% | -344.4% | -20.3% |
| YTD | +1.5% | +327.8% | -326.3% | -16.4% |
| 1Y | +0.5% | +364.9% | -364.4% | -18.3% |
| 3Y | +50.4% | +229.2% | -178.8% | +19.5% |
| 5Y | +68.7% | +42.8% | +25.9% | +41.1% |
| All | +351.3% | +313.4% | +38.0% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling