+547.7%
MCD vs FERG
+1,348.4%
-800.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.6% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -6.0% | -10.2% | +4.2% | -5.5% |
| 3M | -5.6% | -0.6% | -5.0% | -5.6% |
| 6M | -21.9% | -6.5% | -15.3% | -21.7% |
| YTD | -14.7% | +4.2% | -18.9% | -15.0% |
| 1Y | -17.3% | -2.3% | -15.0% | -17.4% |
| 3Y | -2.2% | +48.5% | -50.6% | -4.6% |
| 5Y | +20.3% | +72.0% | -51.7% | +15.9% |
| 10Y | +180.7% | +369.9% | -189.2% | +164.9% |
| All | +547.7% | +1,348.4% | -800.7% | +514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling