+181.3%
MCD vs FERG
+352.7%
-171.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.9% | +0.9% | -3.8% | -2.9% |
| 30D | -6.7% | -15.1% | +8.3% | -5.6% |
| 3M | -9.6% | -4.8% | -4.7% | -9.3% |
| 6M | -22.3% | -2.5% | -19.8% | -22.3% |
| YTD | -15.4% | +1.8% | -17.2% | -15.8% |
| 1Y | -16.8% | -0.3% | -16.5% | -17.1% |
| 3Y | -2.4% | +52.9% | -55.3% | -6.8% |
| 5Y | +19.4% | +69.3% | -49.9% | +12.2% |
| 10Y | +181.3% | +352.7% | -171.4% | +150.6% |
| All | +181.3% | +352.7% | -171.4% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FERG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling