+1,077.1%
MRVL vs FICO
+512.2%
+564.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -28.1% | -0.9% | -27.2% | -27.9% |
| 30D | -50.4% | +3.3% | -53.7% | -51.9% |
| 3M | -32.9% | -31.7% | -1.2% | -26.8% |
| 6M | -17.9% | -34.0% | +16.0% | -15.0% |
| YTD | +66.4% | -58.3% | +124.8% | +110.7% |
| 1Y | +51.5% | -57.9% | +109.5% | +89.6% |
| 3Y | +177.9% | -24.1% | +201.9% | +125.7% |
| 5Y | +100.0% | +85.3% | +14.7% | -6.8% |
| All | +1,077.1% | +512.2% | +564.9% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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