+290.9%
MRVL vs FERG
+70.2%
+220.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +5.3% |
| 7D | +13.8% | +0.9% | +12.9% | +13.1% |
| 30D | +12.7% | -15.1% | +27.7% | +26.6% |
| 3M | -11.9% | -4.8% | -7.1% | -8.9% |
| 6M | +153.8% | -2.5% | +156.3% | +157.3% |
| YTD | +177.0% | +1.8% | +175.1% | +168.7% |
| 1Y | +252.3% | -0.3% | +252.7% | +244.3% |
| 3Y | +325.5% | +52.9% | +272.6% | +175.4% |
| 5Y | +290.9% | +69.3% | +221.6% | +117.7% |
| All | +290.9% | +70.2% | +220.7% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling