+6,632.0%
MU vs FERG
+1,548.3%
+5,083.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.2% | -5.0% | +3.9% |
| 7D | -12.0% | +7.3% | -19.4% | -13.2% |
| 30D | -28.7% | +18.1% | -46.9% | -31.2% |
| 3M | -16.4% | +1.6% | -18.1% | -16.9% |
| 6M | -1.8% | +8.5% | -10.3% | -3.5% |
| YTD | +157.1% | +18.6% | +138.5% | +148.2% |
| 1Y | +208.5% | +5.7% | +202.8% | +204.3% |
| 3Y | +906.2% | +74.0% | +832.1% | +817.4% |
| 5Y | +893.4% | +83.9% | +809.5% | +787.0% |
| 10Y | +4,271.9% | +494.6% | +3,777.3% | +3,708.7% |
| All | +6,632.0% | +1,548.3% | +5,083.7% | +5,884.1% |
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 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