+1,093.8%
FERG vs MXL
+298.4%
+795.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -1.8% |
| 7D | +0.9% | +19.0% | -18.1% | -0.2% |
| 30D | -15.1% | +4.5% | -19.5% | -15.5% |
| 3M | -4.8% | -1.5% | -3.3% | -6.1% |
| 6M | -2.5% | +348.6% | -351.1% | -16.1% |
| YTD | +1.8% | +310.3% | -308.5% | -12.0% |
| 1Y | -0.3% | +344.7% | -345.0% | -14.7% |
| 3Y | +52.9% | +211.2% | -158.3% | +29.0% |
| 5Y | +69.3% | +34.8% | +34.4% | +47.7% |
| 10Y | +352.7% | +286.5% | +66.2% | +280.6% |
| All | +1,093.8% | +298.4% | +795.4% | +844.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling