+1,743.1%
MRVL vs FDS
+1,878.6%
-135.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.5% | +10.6% | +8.8% |
| 7D | +3.2% | -1.9% | +5.1% | +4.0% |
| 30D | +5.9% | +9.0% | -3.1% | +0.7% |
| 3M | -29.3% | +18.9% | -48.2% | -38.9% |
| 6M | +186.5% | +35.1% | +151.4% | +122.5% |
| YTD | +163.4% | +5.5% | +157.9% | +130.7% |
| 1Y | +249.5% | -16.8% | +266.3% | +241.1% |
| 3Y | +289.4% | -28.1% | +317.4% | +308.8% |
| 5Y | +270.2% | -17.4% | +287.7% | +263.0% |
| 10Y | +1,748.8% | +85.4% | +1,663.4% | +1,011.5% |
| All | +1,743.1% | +1,878.6% | -135.6% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling