+1,174.9%
MRVL vs FFIV
+1,087.9%
+87.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.2% | +7.3% | +8.6% |
| 7D | -9.8% | -2.1% | -7.7% | -8.6% |
| 30D | -43.8% | -33.8% | -10.1% | -33.7% |
| 3M | -29.3% | -20.6% | -8.7% | -22.8% |
| 6M | -9.1% | -10.2% | +1.2% | -4.7% |
| YTD | +82.2% | +24.5% | +57.8% | +65.9% |
| 1Y | +70.3% | +29.3% | +41.0% | +52.4% |
| 3Y | +197.0% | +103.8% | +93.2% | +123.9% |
| 5Y | +115.8% | +40.9% | +74.9% | +93.9% |
| 10Y | +1,204.0% | +126.6% | +1,077.5% | +862.3% |
| All | +1,174.9% | +1,087.9% | +87.0% | +117.2% |
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