+1,293.1%
MRVL vs F
+74.7%
+1,218.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.2% | +9.6% | +9.4% |
| 7D | +5.6% | -2.1% | +7.8% | +6.7% |
| 30D | -36.5% | +3.3% | -39.8% | -37.8% |
| 3M | -20.5% | -11.3% | -9.2% | -17.3% |
| 6M | -1.1% | +5.3% | -6.5% | -5.9% |
| YTD | +99.0% | -2.2% | +101.2% | +94.7% |
| 1Y | +89.3% | -3.5% | +92.8% | +86.2% |
| 3Y | +211.6% | +49.5% | +162.1% | +139.0% |
| 5Y | +134.0% | -13.5% | +147.6% | +119.8% |
| 10Y | +1,293.1% | +69.0% | +1,224.1% | +813.4% |
| All | +1,293.1% | +74.7% | +1,218.4% | +813.4% |
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