+1,064.4%
MRVL vs FE
+513.9%
+550.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.2% | +6.2% |
| 7D | -28.1% | -1.0% | -27.1% | -28.0% |
| 30D | -50.4% | +4.1% | -54.5% | -51.1% |
| 3M | -32.9% | -1.0% | -31.9% | -32.9% |
| 6M | -17.9% | +4.0% | -21.9% | -19.7% |
| YTD | +66.4% | +6.8% | +59.6% | +61.3% |
| 1Y | +51.5% | +5.3% | +46.3% | +47.4% |
| 3Y | +177.9% | +44.6% | +133.3% | +138.0% |
| 5Y | +100.0% | +44.2% | +55.8% | +70.5% |
| 10Y | +1,108.1% | +107.3% | +1,000.9% | +775.3% |
| All | +1,064.4% | +513.9% | +550.5% | +586.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling