+1,293.1%
MRVL vs FHN
+90.7%
+1,202.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.5% | +9.4% |
| 7D | +5.6% | -0.9% | +6.5% | +6.2% |
| 30D | -36.5% | +2.0% | -38.5% | -37.0% |
| 3M | -20.5% | -6.8% | -13.6% | -18.8% |
| 6M | -1.1% | -0.8% | -0.4% | -1.4% |
| YTD | +99.0% | +0.6% | +98.4% | +97.4% |
| 1Y | +89.3% | +11.5% | +77.8% | +81.1% |
| 3Y | +211.6% | +130.0% | +81.7% | +140.6% |
| 5Y | +134.1% | +60.8% | +73.3% | +90.5% |
| 10Y | +1,293.1% | +84.0% | +1,209.1% | +950.7% |
| All | +1,293.1% | +90.7% | +1,202.4% | +950.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling