+118.8%
MRVL vs FE
+47.0%
+71.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -4.7% |
| 7D | +11.0% | +1.2% | +9.8% | +11.0% |
| 30D | -36.1% | +4.5% | -40.6% | -36.2% |
| 3M | -29.4% | +1.3% | -30.8% | -29.5% |
| 6M | -11.9% | +8.7% | -20.5% | -12.9% |
| YTD | +84.8% | +9.2% | +75.6% | +82.5% |
| 1Y | +79.4% | +7.0% | +72.4% | +77.7% |
| 3Y | +195.7% | +51.4% | +144.4% | +158.2% |
| All | +118.8% | +47.0% | +71.8% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling