+2,538.2%
MUU vs FERG
+20.2%
+2,518.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -1.8% |
| 7D | +13.9% | +3.4% | +10.5% | +9.4% |
| 30D | +24.8% | -11.5% | +36.3% | +45.2% |
| 3M | -15.7% | +1.3% | -17.0% | -16.5% |
| 6M | +338.9% | -1.0% | +339.8% | +343.1% |
| YTD | +563.2% | +3.2% | +559.9% | +532.0% |
| 1Y | +2,577.5% | -3.0% | +2,580.5% | +2,648.3% |
| All | +2,538.2% | +20.2% | +2,518.0% | +1,573.5% |
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