+308.2%
MRVL vs FDS
-30.4%
+338.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.2% |
| 7D | +7.1% | -5.4% | +12.5% | +6.3% |
| 30D | +3.1% | +1.6% | +1.5% | +3.4% |
| 3M | -21.9% | +17.7% | -39.7% | -19.4% |
| 6M | +151.8% | +29.1% | +122.8% | +154.1% |
| YTD | +165.6% | +1.0% | +164.7% | +184.7% |
| 1Y | +242.3% | -21.6% | +263.9% | +310.9% |
| 3Y | +308.2% | -30.1% | +338.3% | +389.6% |
| All | +308.2% | -30.4% | +338.6% | +389.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling