+195.7%
MRVL vs FERG
+69.1%
+126.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -5.1% |
| 7D | +11.0% | +9.7% | +1.3% | +5.1% |
| 30D | -36.1% | +15.0% | -51.1% | -41.4% |
| 3M | -29.4% | +3.8% | -33.2% | -31.2% |
| 6M | -11.9% | +10.6% | -22.5% | -17.7% |
| YTD | +84.8% | +17.0% | +67.8% | +65.1% |
| 1Y | +79.4% | +7.1% | +72.3% | +69.6% |
| 3Y | +195.7% | +67.7% | +128.0% | +96.8% |
| All | +195.7% | +69.1% | +126.6% | +96.8% |
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 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