+1,064.4%
MRVL vs FFIV
+1,062.0%
+2.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -28.1% | -8.1% | -20.0% | -25.1% |
| 30D | -50.4% | -33.4% | -17.0% | -41.7% |
| 3M | -32.9% | -24.7% | -8.2% | -25.2% |
| 6M | -17.9% | -8.8% | -9.1% | -14.6% |
| YTD | +66.4% | +21.8% | +44.7% | +52.8% |
| 1Y | +51.5% | +25.3% | +26.3% | +37.3% |
| 3Y | +177.9% | +101.2% | +76.7% | +110.5% |
| 5Y | +100.0% | +40.2% | +59.8% | +80.1% |
| 10Y | +1,108.1% | +129.0% | +979.1% | +788.4% |
| All | +1,064.4% | +1,062.0% | +2.4% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling