+1,217.8%
MRVL vs FICO
+5,334.1%
-4,116.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.2% | -3.9% | -5.9% |
| 7D | -36.5% | +0.4% | -36.9% | -36.7% |
| 30D | -41.1% | +1.7% | -42.7% | -42.5% |
| 3M | -26.9% | -33.0% | +6.2% | -20.1% |
| 6M | -2.3% | -33.9% | +31.6% | +2.1% |
| YTD | +88.4% | -58.5% | +146.9% | +132.1% |
| 1Y | +82.7% | -56.4% | +139.1% | +119.1% |
| 3Y | +213.8% | -24.7% | +238.4% | +183.4% |
| 5Y | +127.4% | +83.1% | +44.3% | +39.5% |
| 10Y | +1,267.3% | +517.2% | +750.1% | +414.7% |
| All | +1,217.8% | +5,334.1% | -4,116.4% | +108.0% |
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 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