+1,371.2%
MU vs FERG
+55.3%
+1,315.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +4.6% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +13.8% | -10.2% | +24.0% | +21.3% |
| 3M | +2.1% | -0.6% | +2.7% | +2.1% |
| 6M | +153.8% | -6.5% | +160.3% | +162.4% |
| YTD | +256.4% | +4.2% | +252.2% | +243.2% |
| 1Y | +719.8% | -2.3% | +722.0% | +715.9% |
| All | +1,371.2% | +55.3% | +1,315.9% | +1,099.3% |
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