+96.9%
MRVL vs FICO
+81.4%
+15.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -28.1% | -0.9% | -27.2% | -28.0% |
| 30D | -50.4% | +3.3% | -53.7% | -51.5% |
| 3M | -32.9% | -31.7% | -1.2% | -28.4% |
| 6M | -17.9% | -34.0% | +16.0% | -16.8% |
| YTD | +66.4% | -58.3% | +124.8% | +104.9% |
| 1Y | +51.5% | -57.9% | +109.5% | +84.3% |
| 3Y | +177.9% | -24.1% | +201.9% | +109.4% |
| All | +96.9% | +81.4% | +15.5% | -12.6% |
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