+321.2%
MRVL vs FERG
+52.4%
+268.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +5.1% |
| 7D | +13.8% | +0.9% | +12.9% | +13.2% |
| 30D | +12.7% | -15.1% | +27.7% | +24.3% |
| 3M | -11.9% | -4.8% | -7.1% | -9.4% |
| 6M | +153.8% | -2.5% | +156.3% | +157.3% |
| YTD | +177.0% | +1.8% | +175.1% | +170.6% |
| 1Y | +252.3% | -0.3% | +252.7% | +247.2% |
| All | +321.2% | +52.4% | +268.8% | +209.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling