+252.3%
MRVL vs FFIV
+26.5%
+225.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +2.1% |
| 7D | +13.8% | +3.5% | +10.4% | +11.7% |
| 30D | +12.7% | -1.3% | +14.0% | +13.4% |
| 3M | -11.9% | +2.4% | -14.3% | -12.4% |
| 6M | +153.8% | +41.8% | +112.0% | +127.7% |
| YTD | +177.0% | +58.5% | +118.4% | +141.9% |
| 1Y | +252.3% | +24.3% | +228.0% | +228.5% |
| All | +252.3% | +26.5% | +225.8% | +228.5% |
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