+4,407.5%
MU vs FERG
+424.2%
+3,983.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +12.8% | +9.7% | +3.1% | +9.5% |
| 30D | -14.9% | +15.0% | -29.9% | -18.5% |
| 3M | -18.0% | +3.8% | -21.8% | -19.1% |
| 6M | -3.1% | +10.6% | -13.7% | -6.2% |
| YTD | +172.9% | +17.0% | +155.9% | +159.4% |
| 1Y | +228.8% | +7.1% | +221.8% | +220.7% |
| 3Y | +950.8% | +67.7% | +883.1% | +812.7% |
| 5Y | +931.3% | +76.4% | +854.8% | +760.5% |
| All | +4,407.5% | +424.2% | +3,983.3% | +3,435.8% |
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