+199.5%
MCHP vs FERG
+351.3%
-151.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.4% |
| 7D | 0.0% | -2.6% | +2.6% | +0.9% |
| 30D | -6.0% | -8.9% | +2.9% | -3.2% |
| 3M | -19.7% | -2.0% | -17.6% | -19.1% |
| 6M | +14.0% | -3.2% | +17.2% | +15.2% |
| YTD | +18.4% | +1.5% | +16.9% | +17.9% |
| 1Y | +17.1% | +0.5% | +16.6% | +16.7% |
| 3Y | +0.7% | +50.4% | -49.7% | -9.5% |
| 5Y | +5.1% | +68.7% | -63.6% | -9.2% |
| All | +199.5% | +351.3% | -151.9% | +176.8% |
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