+759.6%
MRVL vs FERG
+1,526.4%
-766.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.8% |
| 7D | +11.0% | +9.7% | +1.3% | +8.6% |
| 30D | -36.1% | +15.0% | -51.1% | -38.3% |
| 3M | -29.4% | +3.8% | -33.2% | -30.1% |
| 6M | -11.9% | +10.6% | -22.5% | -14.1% |
| YTD | +84.8% | +17.0% | +67.8% | +77.7% |
| 1Y | +79.4% | +7.1% | +72.3% | +76.2% |
| 3Y | +195.7% | +67.7% | +128.0% | +164.7% |
| 5Y | +117.2% | +76.4% | +40.8% | +88.8% |
| 10Y | +1,193.7% | +424.2% | +769.5% | +998.2% |
| All | +759.6% | +1,526.4% | -766.8% | +618.5% |
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 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