+84.4%
MRVL vs FN
-21.9%
+106.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -0.1% |
| 7D | +23.1% | +20.8% | +2.4% | +9.9% |
| 30D | -38.8% | -17.3% | -21.5% | -31.6% |
| 3M | -24.2% | -38.1% | +13.9% | -2.1% |
| 6M | 0.0% | -44.2% | +44.2% | +36.9% |
| YTD | +93.8% | -22.3% | +116.1% | +130.1% |
| 1Y | +84.4% | -20.9% | +105.3% | +116.0% |
| All | +84.4% | -21.9% | +106.3% | +116.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling