+255.3%
MRVL vs FERG
+1.0%
+254.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | +5.6% | -2.6% | +8.2% | +7.2% |
| 30D | +8.8% | -8.9% | +17.7% | +14.5% |
| 3M | -15.9% | -2.0% | -13.8% | -15.1% |
| 6M | +161.3% | -3.2% | +164.4% | +166.0% |
| YTD | +178.2% | +1.5% | +176.7% | +173.8% |
| 1Y | +255.3% | +0.5% | +254.8% | +264.6% |
| All | +255.3% | +1.0% | +254.3% | +264.6% |
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