+906.2%
MU vs FERG
+73.2%
+833.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.2% | -5.0% | -0.8% |
| 7D | -12.0% | +7.3% | -19.4% | -15.7% |
| 30D | -28.7% | +18.1% | -46.9% | -35.9% |
| 3M | -16.4% | +1.6% | -18.1% | -17.7% |
| 6M | -1.8% | +8.5% | -10.3% | -7.2% |
| YTD | +157.1% | +18.6% | +138.5% | +126.6% |
| 1Y | +208.5% | +5.7% | +202.8% | +192.5% |
| 3Y | +906.2% | +74.0% | +832.1% | +554.1% |
| All | +906.2% | +73.2% | +833.0% | +554.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling