+249.5%
MRVL vs FFIV
+25.9%
+223.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.5% | +7.3% |
| 7D | +3.2% | -1.0% | +4.2% | +3.6% |
| 30D | +5.9% | -5.1% | +11.0% | +8.7% |
| 3M | -29.3% | -4.5% | -24.9% | -26.9% |
| 6M | +186.5% | +36.5% | +150.0% | +161.9% |
| YTD | +163.4% | +53.0% | +110.5% | +134.0% |
| 1Y | +249.5% | +24.2% | +225.3% | +229.3% |
| All | +249.5% | +25.9% | +223.6% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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