+82.7%
MRVL vs FANG
+32.3%
+50.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.9% | -2.2% | -7.0% |
| 7D | -36.5% | -11.3% | -25.2% | -36.3% |
| 30D | -41.1% | -0.7% | -40.4% | -40.4% |
| 3M | -26.9% | -4.2% | -22.7% | -26.4% |
| 6M | -2.3% | -13.5% | +11.2% | -1.1% |
| YTD | +88.4% | +23.7% | +64.6% | +86.8% |
| 1Y | +82.7% | +34.3% | +48.4% | +83.4% |
| All | +82.7% | +32.3% | +50.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling