+82.7%
MRVL vs FFIV
+33.5%
+49.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.6% | -6.8% |
| 7D | -36.5% | -9.8% | -26.7% | -32.5% |
| 30D | -41.1% | -28.1% | -13.0% | -31.0% |
| 3M | -26.9% | -20.0% | -6.9% | -20.6% |
| 6M | -2.3% | -0.1% | -2.2% | -1.2% |
| YTD | +88.4% | +29.2% | +59.2% | +71.0% |
| 1Y | +82.7% | +36.6% | +46.2% | +61.6% |
| All | +82.7% | +33.5% | +49.2% | +61.6% |
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