+67.7%
FERG vs MXL
+40.1%
+27.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | 0.0% |
| 7D | -2.6% | +18.9% | -21.4% | -4.3% |
| 30D | -8.9% | +0.3% | -9.2% | -9.3% |
| 3M | -2.0% | -8.0% | +6.0% | -3.5% |
| 6M | -3.2% | +341.2% | -344.4% | -26.0% |
| YTD | +1.5% | +327.8% | -326.3% | -22.4% |
| 1Y | +0.5% | +364.9% | -364.4% | -24.7% |
| 3Y | +50.4% | +229.2% | -178.8% | +8.5% |
| All | +67.7% | +40.1% | +27.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling