+252.3%
MRVL vs FDS
-23.8%
+276.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +2.7% |
| 7D | +13.8% | -8.8% | +22.6% | +9.4% |
| 30D | +12.7% | -1.4% | +14.1% | +12.4% |
| 3M | -11.9% | +13.9% | -25.8% | -3.4% |
| 6M | +153.8% | +27.4% | +126.5% | +182.8% |
| YTD | +177.0% | -2.5% | +179.4% | +190.2% |
| 1Y | +252.3% | -23.8% | +276.1% | +251.9% |
| All | +252.3% | -23.8% | +276.1% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling