+1,077.1%
MRVL vs F
+80.8%
+996.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | -28.1% | +1.6% | -29.7% | -28.8% |
| 30D | -50.4% | +2.6% | -53.0% | -51.2% |
| 3M | -32.9% | -8.8% | -24.1% | -31.0% |
| 6M | -17.9% | +4.6% | -22.6% | -21.6% |
| YTD | +66.4% | -1.9% | +68.3% | +62.6% |
| 1Y | +51.5% | -0.8% | +52.3% | +47.2% |
| 3Y | +177.9% | +43.5% | +134.4% | +117.1% |
| 5Y | +100.0% | -12.1% | +112.1% | +86.8% |
| All | +1,077.1% | +80.8% | +996.3% | +699.3% |
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