+89.3%
MRVL vs FIVE
+66.9%
+22.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.1% | +10.4% | +9.5% |
| 7D | +5.6% | -0.5% | +6.1% | +5.7% |
| 30D | -36.5% | +17.4% | -53.9% | -37.3% |
| 3M | -20.5% | +7.0% | -27.5% | -20.9% |
| 6M | -1.1% | +20.5% | -21.6% | -5.3% |
| YTD | +99.0% | +33.1% | +65.9% | +81.7% |
| 1Y | +89.3% | +67.1% | +22.2% | +57.6% |
| All | +89.3% | +66.9% | +22.4% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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