+210.5%
MDT vs FERG
+1,335.0%
-1,124.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +0.4% | +3.4% | -3.0% | +0.1% |
| 30D | +6.0% | -11.5% | +17.5% | +7.0% |
| 3M | +15.5% | +1.3% | +14.3% | +15.3% |
| 6M | +3.4% | -1.0% | +4.4% | +3.4% |
| YTD | -2.2% | +3.2% | -5.4% | -2.6% |
| 1Y | +2.6% | -3.0% | +5.5% | +2.5% |
| 3Y | +27.5% | +55.0% | -27.5% | +22.9% |
| 5Y | -20.1% | +72.6% | -92.7% | -24.0% |
| 10Y | +39.1% | +358.9% | -319.9% | +28.6% |
| All | +210.5% | +1,335.0% | -1,124.6% | +183.7% |
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