+18.1%
MCHP vs FERG
+0.8%
+17.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.2% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.1% | -10.2% | +6.1% | +1.3% |
| 3M | -22.5% | -0.6% | -21.9% | -22.4% |
| 6M | +7.3% | -6.5% | +13.8% | +9.8% |
| YTD | +18.4% | +4.2% | +14.2% | +16.7% |
| 1Y | +18.1% | -2.3% | +20.4% | +18.2% |
| All | +18.1% | +0.8% | +17.3% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling