+121.5%
MRVL vs FN
+194.7%
-73.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | +2.8% |
| 7D | -10.2% | -4.1% | -6.1% | -7.7% |
| 30D | -43.9% | -28.3% | -15.6% | -31.5% |
| 3M | -26.0% | -33.9% | +7.9% | -6.8% |
| 6M | -9.2% | -43.9% | +34.7% | +28.1% |
| YTD | +82.0% | -23.4% | +105.4% | +100.6% |
| 1Y | +65.9% | -25.4% | +91.3% | +83.1% |
| 3Y | +185.0% | +107.9% | +77.1% | +50.1% |
| 5Y | +121.5% | +195.1% | -73.6% | -20.2% |
| All | +121.5% | +194.7% | -73.3% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling