+1,804.5%
MRVL vs F
+96.3%
+1,708.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.6% | +6.4% |
| 7D | +3.2% | +5.3% | -2.1% | +0.9% |
| 30D | +5.9% | +4.6% | +1.3% | +3.7% |
| 3M | -29.3% | -3.7% | -25.7% | -28.3% |
| 6M | +186.5% | +16.8% | +169.7% | +163.3% |
| YTD | +163.4% | +15.3% | +148.2% | +142.6% |
| 1Y | +249.5% | +31.0% | +218.5% | +201.3% |
| 3Y | +289.4% | +45.4% | +243.9% | +205.0% |
| 5Y | +270.2% | +54.7% | +215.6% | +183.5% |
| All | +1,804.5% | +96.3% | +1,708.1% | +1,094.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling