+1,235.6%
MRVL vs FICO
+524.6%
+711.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | +23.1% | +1.4% | +21.7% | +22.6% |
| 30D | -38.8% | -0.8% | -38.0% | -39.3% |
| 3M | -24.2% | -31.3% | +7.1% | -17.4% |
| 6M | 0.0% | -33.9% | +34.0% | +4.3% |
| YTD | +93.8% | -57.6% | +151.4% | +144.0% |
| 1Y | +84.4% | -59.7% | +144.1% | +137.6% |
| 3Y | +203.6% | -28.0% | +231.6% | +156.0% |
| 5Y | +127.8% | +91.0% | +36.9% | +5.0% |
| All | +1,235.6% | +524.6% | +711.0% | +228.0% |
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