+96.9%
MRVL vs FN
+170.4%
-73.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.7% | -5.9% | -1.4% |
| 7D | -28.1% | 0.0% | -28.1% | -28.4% |
| 30D | -50.4% | -34.3% | -16.1% | -36.0% |
| 3M | -32.9% | -39.9% | +6.9% | -10.4% |
| 6M | -17.9% | -51.8% | +33.9% | +26.7% |
| YTD | +66.4% | -28.1% | +94.6% | +91.0% |
| 1Y | +51.5% | -29.1% | +80.6% | +72.7% |
| 3Y | +177.9% | +102.4% | +75.4% | +48.1% |
| All | +96.9% | +170.4% | -73.4% | -26.6% |
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