+1,204.0%
MRVL vs FFIV
+132.4%
+1,071.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.3% | +7.8% |
| 7D | -9.8% | -2.1% | -7.7% | -7.7% |
| 30D | -43.8% | -33.8% | -10.1% | -24.8% |
| 3M | -29.3% | -20.6% | -8.7% | -18.4% |
| 6M | -9.1% | -10.2% | +1.2% | -2.9% |
| YTD | +82.2% | +24.5% | +57.8% | +48.6% |
| 1Y | +70.3% | +29.3% | +41.0% | +34.2% |
| 3Y | +197.0% | +103.8% | +93.2% | +64.6% |
| 5Y | +115.8% | +40.9% | +74.9% | +55.9% |
| 10Y | +1,204.0% | +126.6% | +1,077.5% | +598.1% |
| All | +1,204.0% | +132.4% | +1,071.6% | +598.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling