+239.2%
MRVL vs FGI
-70.4%
+309.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.5% | -0.5% | +6.8% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | +5.9% | +65.4% | -59.5% | +2.3% |
| 3M | -29.3% | +23.5% | -52.8% | -31.2% |
| 6M | +186.5% | +60.5% | +126.0% | +171.8% |
| YTD | +163.4% | +30.0% | +133.4% | +151.3% |
| 1Y | +249.5% | +82.1% | +167.4% | +222.7% |
| 3Y | +289.4% | -4.4% | +293.7% | +265.1% |
| All | +239.2% | -70.4% | +309.6% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling