+280.4%
MRVL vs FFIV
+92.2%
+188.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +7.1% | -1.5% | +8.7% | +8.7% |
| 30D | +3.1% | -2.7% | +5.7% | +4.6% |
| 3M | -21.9% | -1.7% | -20.3% | -21.1% |
| 6M | +151.8% | +36.1% | +115.7% | +88.3% |
| YTD | +165.6% | +52.6% | +113.0% | +75.0% |
| 1Y | +242.3% | +21.5% | +220.7% | +175.3% |
| 3Y | +308.2% | +142.7% | +165.5% | +57.0% |
| 5Y | +280.4% | +92.6% | +187.8% | +87.3% |
| All | +280.4% | +92.2% | +188.2% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling