+1,064.4%
MRVL vs FDS
+2,048.5%
-984.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.7% | +9.4% | +7.5% |
| 7D | -28.1% | -0.5% | -27.6% | -28.4% |
| 30D | -50.4% | +20.2% | -70.6% | -55.5% |
| 3M | -32.9% | +19.9% | -52.8% | -40.9% |
| 6M | -17.9% | +56.2% | -74.1% | -41.8% |
| YTD | +66.4% | +14.6% | +51.9% | +36.0% |
| 1Y | +51.5% | +31.6% | +19.9% | +13.0% |
| 3Y | +177.9% | -23.8% | +201.7% | +176.2% |
| 5Y | +100.0% | -22.6% | +122.6% | +99.3% |
| 10Y | +1,108.1% | +139.3% | +968.8% | +517.6% |
| All | +1,064.4% | +2,048.5% | -984.2% | +51.3% |
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