+79.4%
MRVL vs FGI
+17.8%
+61.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -25.2% | +20.5% | -3.7% |
| 7D | +11.0% | -14.4% | +25.4% | +11.6% |
| 30D | -36.1% | -11.8% | -24.3% | -35.8% |
| 3M | -29.4% | -46.2% | +16.8% | -28.1% |
| 6M | -11.9% | +5.2% | -17.0% | -14.8% |
| YTD | +84.8% | +10.5% | +74.3% | +71.1% |
| 1Y | +79.4% | +25.5% | +53.9% | +59.6% |
| All | +79.4% | +17.8% | +61.7% | +59.6% |
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