-11.9%
MRVL vs FERG
+8.6%
-20.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -5.0% |
| 7D | +11.0% | +9.7% | +1.3% | +5.6% |
| 30D | -36.1% | +15.0% | -51.1% | -40.3% |
| 3M | -29.4% | +3.8% | -33.2% | -29.5% |
| 6M | -11.9% | +10.6% | -22.5% | -16.5% |
| All | -11.9% | +8.6% | -20.5% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling