+118.8%
MRVL vs FICO
+91.4%
+27.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | +11.0% | +2.2% | +8.8% | +10.5% |
| 30D | -36.1% | +0.1% | -36.2% | -36.6% |
| 3M | -29.4% | -35.2% | +5.7% | -23.1% |
| 6M | -11.9% | -32.4% | +20.5% | -10.8% |
| YTD | +84.8% | -57.4% | +142.2% | +126.6% |
| 1Y | +79.4% | -58.5% | +138.0% | +122.2% |
| 3Y | +195.7% | -28.9% | +224.6% | +134.2% |
| All | +118.8% | +91.4% | +27.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling