+289.8%
MRVL vs FICO
+4.8%
+285.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -16.7% | +23.7% | +8.9% |
| 7D | +3.2% | -19.2% | +22.4% | +5.4% |
| 30D | +5.9% | -14.6% | +20.5% | +7.3% |
| 3M | -29.3% | -20.1% | -9.2% | -29.6% |
| 6M | +186.5% | -36.3% | +222.8% | +203.0% |
| YTD | +163.4% | -44.9% | +208.3% | +193.1% |
| 1Y | +249.5% | -38.6% | +288.1% | +261.2% |
| All | +289.8% | +4.8% | +285.0% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling