+1,173.1%
MRVL vs FDS
+2,036.0%
-862.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -10.2% | -2.0% | -8.2% | -9.6% |
| 30D | -43.9% | +13.5% | -57.4% | -48.2% |
| 3M | -26.0% | +15.2% | -41.1% | -33.4% |
| 6M | -9.2% | +47.0% | -56.3% | -33.3% |
| YTD | +82.0% | +13.9% | +68.1% | +49.1% |
| 1Y | +65.9% | +25.2% | +40.7% | +27.4% |
| 3Y | +185.0% | -25.3% | +210.4% | +186.4% |
| 5Y | +121.5% | -23.3% | +144.8% | +121.7% |
| 10Y | +1,224.2% | +126.0% | +1,098.1% | +598.6% |
| All | +1,173.1% | +2,036.0% | -862.9% | +65.9% |
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 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