+82.7%
MRVL vs FERG
+3.8%
+79.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.7% | -9.8% | -8.3% |
| 7D | -36.5% | +7.7% | -44.2% | -39.1% |
| 30D | -41.1% | +11.5% | -52.6% | -44.7% |
| 3M | -26.9% | -2.4% | -24.5% | -25.9% |
| 6M | -2.3% | -4.0% | +1.7% | -0.4% |
| YTD | +88.4% | +13.4% | +75.0% | +68.4% |
| 1Y | +82.7% | +3.1% | +79.7% | +76.1% |
| All | +82.7% | +3.8% | +79.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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