+37.0%
MDT vs FERG
+351.3%
-314.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -3.4% | -2.6% | -0.8% | -3.1% |
| 30D | +0.2% | -8.9% | +9.1% | +1.3% |
| 3M | +14.3% | -2.0% | +16.3% | +14.4% |
| 6M | +4.0% | -3.2% | +7.2% | +4.2% |
| YTD | -3.7% | +1.5% | -5.2% | -4.1% |
| 1Y | -0.4% | +0.5% | -0.8% | -0.8% |
| 3Y | +23.3% | +50.4% | -27.1% | +16.1% |
| 5Y | -18.9% | +68.7% | -87.6% | -25.4% |
| All | +37.0% | +351.3% | -314.3% | +16.2% |
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 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