+289.8%
MRVL vs FN
+158.4%
+131.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.9% | +5.2% |
| 7D | +3.2% | -1.7% | +4.9% | +4.3% |
| 30D | +5.9% | -22.0% | +27.9% | +20.5% |
| 3M | -29.3% | -43.0% | +13.7% | -2.8% |
| 6M | +186.5% | -27.7% | +214.2% | +238.2% |
| YTD | +163.4% | -10.5% | +174.0% | +167.6% |
| 1Y | +249.5% | +12.5% | +237.0% | +202.2% |
| All | +289.8% | +158.4% | +131.4% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling