+9,233.1%
MU vs FERG
+1,348.4%
+7,884.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +5.6% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +13.8% | -10.2% | +24.0% | +16.3% |
| 3M | +2.1% | -0.6% | +2.7% | +2.2% |
| 6M | +153.8% | -6.5% | +160.3% | +157.3% |
| YTD | +256.4% | +4.2% | +252.2% | +253.7% |
| 1Y | +719.8% | -2.3% | +722.0% | +722.6% |
| 3Y | +1,360.4% | +48.5% | +1,311.9% | +1,272.6% |
| 5Y | +1,312.4% | +72.0% | +1,240.4% | +1,194.3% |
| 10Y | +6,142.6% | +369.9% | +5,772.7% | +5,503.9% |
| All | +9,233.1% | +1,348.4% | +7,884.7% | +8,430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling