+1,204.0%
MRVL vs F
+88.0%
+1,116.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.8% | +9.2% |
| 7D | -9.8% | -0.6% | -9.2% | -9.6% |
| 30D | -43.8% | +2.9% | -46.7% | -44.8% |
| 3M | -29.3% | -9.5% | -19.8% | -27.1% |
| 6M | -9.1% | +4.0% | -13.1% | -13.0% |
| YTD | +82.2% | -1.3% | +83.5% | +77.6% |
| 1Y | +70.3% | -1.9% | +72.3% | +66.4% |
| 3Y | +197.0% | +53.5% | +143.5% | +125.3% |
| 5Y | +115.8% | -15.1% | +130.9% | +103.8% |
| 10Y | +1,204.0% | +81.0% | +1,123.1% | +771.9% |
| All | +1,204.0% | +88.0% | +1,116.1% | +771.9% |
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