+893.4%
MU vs FERG
+82.8%
+810.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.2% | -5.0% | -0.6% |
| 7D | -12.0% | +7.3% | -19.4% | -15.6% |
| 30D | -28.7% | +18.1% | -46.9% | -35.8% |
| 3M | -16.4% | +1.6% | -18.1% | -17.8% |
| 6M | -1.8% | +8.5% | -10.3% | -7.1% |
| YTD | +157.1% | +18.6% | +138.5% | +128.1% |
| 1Y | +208.5% | +5.7% | +202.8% | +193.4% |
| 3Y | +906.2% | +74.0% | +832.1% | +583.1% |
| 5Y | +893.4% | +83.9% | +809.5% | +526.2% |
| All | +893.4% | +82.8% | +810.6% | +526.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling