+1,204.0%
MRVL vs FN
+837.6%
+366.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +11.9% | -2.4% | +3.0% |
| 7D | -9.8% | +16.3% | -26.1% | -17.4% |
| 30D | -43.8% | -24.7% | -19.1% | -34.5% |
| 3M | -29.3% | -34.9% | +5.6% | -12.1% |
| 6M | -9.1% | -41.1% | +32.0% | +21.2% |
| YTD | +82.2% | -19.6% | +101.9% | +96.4% |
| 1Y | +70.3% | -18.5% | +88.8% | +80.2% |
| 3Y | +197.0% | +119.1% | +77.9% | +78.4% |
| 5Y | +115.8% | +206.9% | -91.2% | +5.8% |
| 10Y | +1,204.0% | +826.4% | +377.6% | +314.1% |
| All | +1,204.0% | +837.6% | +366.5% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling