+1,125.6%
MRVL vs FERG
+1,348.4%
-222.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +6.5% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +5.9% | -10.2% | +16.1% | +8.6% |
| 3M | -29.3% | -0.6% | -28.8% | -29.3% |
| 6M | +186.5% | -6.5% | +193.0% | +191.2% |
| YTD | +163.4% | +4.2% | +159.3% | +160.9% |
| 1Y | +249.5% | -2.3% | +251.8% | +250.9% |
| 3Y | +289.4% | +48.5% | +240.9% | +259.3% |
| 5Y | +270.2% | +72.0% | +198.2% | +230.5% |
| 10Y | +1,748.8% | +369.9% | +1,378.9% | +1,517.2% |
| All | +1,125.6% | +1,348.4% | -222.9% | +955.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling