+1,925.8%
MRVL vs FERG
+351.3%
+1,574.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +5.6% | -2.6% | +8.2% | +6.6% |
| 30D | +8.8% | -8.9% | +17.7% | +12.6% |
| 3M | -15.9% | -2.0% | -13.8% | -15.2% |
| 6M | +161.3% | -3.2% | +164.4% | +165.0% |
| YTD | +178.2% | +1.5% | +176.7% | +176.3% |
| 1Y | +255.3% | +0.5% | +254.8% | +253.6% |
| 3Y | +323.1% | +50.4% | +272.7% | +269.2% |
| 5Y | +293.2% | +68.7% | +224.5% | +227.3% |
| All | +1,925.8% | +351.3% | +1,574.5% | +1,606.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling