+4,609.2%
MU vs FERG
+440.7%
+4,168.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +11.3% |
| 7D | +2.0% | +6.4% | -4.4% | +0.3% |
| 30D | -18.0% | +19.9% | -37.9% | -22.5% |
| 3M | -6.6% | +5.6% | -12.1% | -8.3% |
| 6M | +2.0% | +9.2% | -7.2% | -0.9% |
| YTD | +184.5% | +20.6% | +163.8% | +167.8% |
| 1Y | +236.9% | +5.7% | +231.2% | +229.6% |
| 3Y | +987.0% | +73.6% | +913.4% | +834.2% |
| 5Y | +1,014.6% | +86.2% | +928.4% | +820.0% |
| 10Y | +4,609.2% | +440.7% | +4,168.5% | +3,556.2% |
| All | +4,609.2% | +440.7% | +4,168.5% | +3,556.2% |
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