+1,064.4%
MRVL vs FLEX
+175.4%
+889.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.6% | +1.2% | +3.4% |
| 7D | -28.1% | -19.3% | -8.8% | -19.3% |
| 30D | -50.4% | -41.5% | -8.9% | -34.6% |
| 3M | -32.9% | -43.1% | +10.2% | -10.4% |
| 6M | -17.9% | -48.2% | +30.3% | +17.9% |
| YTD | +66.4% | +15.5% | +50.9% | +49.8% |
| 1Y | +51.5% | +10.2% | +41.3% | +38.8% |
| 3Y | +177.9% | +256.8% | -79.0% | +43.1% |
| 5Y | +100.0% | +408.2% | -308.2% | -11.4% |
| 10Y | +1,108.1% | +580.9% | +527.3% | +306.7% |
| All | +1,064.4% | +175.4% | +889.0% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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