+65.9%
MRVL vs FLUT
-63.4%
+129.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | 0.0% |
| 7D | -10.2% | -1.5% | -8.8% | -10.4% |
| 30D | -43.9% | +3.4% | -47.3% | -43.3% |
| 3M | -26.0% | -12.5% | -13.5% | -27.0% |
| 6M | -9.2% | -18.5% | +9.3% | -11.7% |
| YTD | +82.0% | -61.6% | +143.6% | +96.0% |
| 1Y | +65.9% | -64.1% | +130.0% | +79.6% |
| All | +65.9% | -63.4% | +129.3% | +79.6% |
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