+66.1%
MRVL vs FGI
+45.3%
+20.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +9.4% |
| 7D | -9.8% | -1.4% | -8.4% | -9.7% |
| 30D | -43.8% | -3.2% | -40.6% | -43.8% |
| 3M | -29.3% | +64.1% | -93.4% | -32.6% |
| 6M | -9.1% | +17.2% | -26.3% | -12.3% |
| YTD | +82.2% | +31.6% | +50.7% | +67.4% |
| All | +66.1% | +45.3% | +20.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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