+205.9%
MCD vs FERG
+440.7%
-234.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.8% |
| 7D | -1.9% | +6.4% | -8.4% | -2.5% |
| 30D | +16.6% | +19.9% | -3.3% | +14.8% |
| 3M | +0.9% | +5.6% | -4.6% | +0.4% |
| 6M | +1.5% | +9.2% | -7.8% | +0.5% |
| YTD | -8.3% | +20.6% | -29.0% | -10.0% |
| 1Y | -8.1% | +5.7% | -13.8% | -8.9% |
| 3Y | +10.3% | +73.6% | -63.3% | +4.1% |
| 5Y | +23.4% | +86.2% | -62.8% | +14.6% |
| 10Y | +205.9% | +440.7% | -234.7% | +166.5% |
| All | +205.9% | +440.7% | -234.7% | +166.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling