+803.5%
MRVL vs FN
+2,575.5%
-1,772.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -14.2% | -2.2% | -10.8% |
| 7D | -38.8% | -16.0% | -22.9% | -34.3% |
| 30D | -53.5% | -40.1% | -13.4% | -42.9% |
| 3M | -36.7% | -43.9% | +7.2% | -20.9% |
| 6M | -20.8% | -55.6% | +34.8% | +9.8% |
| YTD | +57.4% | -35.7% | +93.1% | +85.4% |
| 1Y | +44.0% | -39.8% | +83.8% | +72.7% |
| 3Y | +162.2% | +80.3% | +81.9% | +113.0% |
| 5Y | +89.2% | +143.3% | -54.1% | +39.1% |
| 10Y | +1,042.7% | +682.3% | +360.4% | +532.9% |
| All | +803.5% | +2,575.5% | -1,772.0% | +324.3% |
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