+289.8%
MRVL vs F
+45.7%
+244.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.6% | +6.6% |
| 7D | +3.2% | +5.3% | -2.1% | +1.5% |
| 30D | +5.9% | +4.6% | +1.3% | +4.3% |
| 3M | -29.3% | -3.7% | -25.7% | -28.6% |
| 6M | +186.5% | +16.8% | +169.7% | +166.3% |
| YTD | +163.4% | +15.3% | +148.2% | +145.3% |
| 1Y | +249.5% | +31.0% | +218.5% | +209.7% |
| All | +289.8% | +45.7% | +244.1% | +209.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling