+1,925.8%
MRVL vs FCEL
-99.1%
+2,025.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.8% |
| 7D | +5.6% | +6.3% | -0.7% | +4.7% |
| 30D | +8.8% | -26.7% | +35.4% | +11.6% |
| 3M | -15.9% | -10.2% | -5.7% | -16.1% |
| 6M | +161.3% | +123.5% | +37.8% | +137.0% |
| YTD | +178.2% | +117.4% | +60.9% | +151.2% |
| 1Y | +255.3% | +146.0% | +109.3% | +213.2% |
| 3Y | +323.1% | -61.9% | +385.0% | +306.3% |
| 5Y | +293.2% | -90.5% | +383.7% | +308.2% |
| All | +1,925.8% | -99.1% | +2,025.0% | +2,360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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