+114.3%
MRVL vs FGI
-70.6%
+184.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.8% |
| 7D | -28.1% | -7.0% | -21.2% | -27.9% |
| 30D | -50.4% | -4.2% | -46.2% | -50.4% |
| 3M | -32.9% | +55.6% | -88.5% | -35.2% |
| 6M | -17.9% | -3.2% | -14.8% | -19.8% |
| YTD | +66.4% | +29.1% | +37.3% | +58.4% |
| 1Y | +51.5% | +51.0% | +0.6% | +43.5% |
| 3Y | +177.9% | +1.5% | +176.4% | +158.3% |
| All | +114.3% | -70.6% | +184.9% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling