+323.1%
MRVL vs FANG
+45.3%
+277.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +5.6% | +2.9% | +2.7% | +4.5% |
| 30D | +8.8% | +2.6% | +6.1% | +7.5% |
| 3M | -15.9% | +7.6% | -23.4% | -19.1% |
| 6M | +161.3% | +17.3% | +143.9% | +140.0% |
| YTD | +178.2% | +38.7% | +139.6% | +134.5% |
| 1Y | +255.3% | +51.6% | +203.7% | +184.9% |
| 3Y | +323.1% | +50.0% | +273.2% | +231.6% |
| All | +323.1% | +45.3% | +277.9% | +231.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling