+1,743.1%
MRVL vs FICO
+7,126.5%
-5,383.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -16.7% | +23.7% | +13.5% |
| 7D | +3.2% | -19.2% | +22.4% | +10.8% |
| 30D | +5.9% | -14.6% | +20.5% | +10.9% |
| 3M | -29.3% | -20.1% | -9.2% | -26.8% |
| 6M | +186.5% | -36.3% | +222.8% | +214.2% |
| YTD | +163.4% | -44.9% | +208.3% | +205.4% |
| 1Y | +249.5% | -38.6% | +288.1% | +277.9% |
| 3Y | +289.4% | +4.0% | +285.4% | +224.7% |
| 5Y | +270.2% | +99.5% | +170.7% | +131.9% |
| 10Y | +1,748.8% | +604.7% | +1,144.2% | +592.1% |
| All | +1,743.1% | +7,126.5% | -5,383.5% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling