+118.8%
MRVL vs FLR
+112.0%
+6.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.0% |
| 7D | +11.0% | +5.4% | +5.6% | +7.9% |
| 30D | -36.1% | +2.8% | -38.9% | -36.6% |
| 3M | -29.4% | -6.4% | -23.0% | -26.3% |
| 6M | -11.9% | +8.8% | -20.6% | -13.6% |
| YTD | +84.8% | +23.6% | +61.2% | +65.4% |
| 1Y | +79.4% | +13.8% | +65.6% | +67.9% |
| 3Y | +195.7% | +36.5% | +159.3% | +138.6% |
| All | +118.8% | +112.0% | +6.8% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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