+1,412.0%
MRVL vs FN
+3,620.5%
-2,208.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.1% | +3.9% | +5.8% |
| 7D | +3.2% | -1.7% | +4.9% | +3.9% |
| 30D | +5.9% | -22.0% | +27.9% | +15.7% |
| 3M | -29.3% | -43.0% | +13.7% | -12.0% |
| 6M | +186.5% | -27.7% | +214.2% | +223.3% |
| YTD | +163.4% | -10.5% | +174.0% | +171.4% |
| 1Y | +249.5% | +12.5% | +237.0% | +228.7% |
| 3Y | +289.4% | +153.8% | +135.6% | +175.5% |
| 5Y | +270.2% | +288.0% | -17.8% | +129.3% |
| 10Y | +1,748.8% | +906.4% | +842.4% | +805.5% |
| All | +1,412.0% | +3,620.5% | -2,208.5% | +520.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling