+79.4%
MRVL vs FLUT
-63.2%
+142.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.9% |
| 7D | +11.0% | -0.7% | +11.7% | +10.8% |
| 30D | -36.1% | +9.3% | -45.3% | -34.7% |
| 3M | -29.4% | -17.5% | -11.9% | -31.5% |
| 6M | -11.9% | -14.6% | +2.7% | -15.2% |
| YTD | +84.8% | -62.3% | +147.1% | +103.3% |
| 1Y | +79.4% | -59.6% | +139.1% | +95.1% |
| All | +79.4% | -63.2% | +142.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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