+65.9%
MRVL vs FIVE
+63.0%
+2.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -10.2% | +7.3% | -17.6% | -10.7% |
| 30D | -43.9% | +18.1% | -62.0% | -44.7% |
| 3M | -26.0% | +7.7% | -33.7% | -26.4% |
| 6M | -9.2% | +13.6% | -22.8% | -10.9% |
| YTD | +82.0% | +34.6% | +47.4% | +64.6% |
| 1Y | +65.9% | +66.2% | -0.4% | +35.3% |
| All | +65.9% | +63.0% | +2.9% | +35.3% |
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