+177.9%
MRVL vs FLUT
-52.0%
+229.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.3% | +5.9% |
| 7D | -28.1% | -1.1% | -27.0% | -28.1% |
| 30D | -50.4% | +7.7% | -58.1% | -51.2% |
| 3M | -32.9% | -12.2% | -20.8% | -32.2% |
| 6M | -17.9% | -17.6% | -0.4% | -18.1% |
| YTD | +66.4% | -62.0% | +128.4% | +119.8% |
| 1Y | +51.5% | -62.3% | +113.8% | +98.7% |
| 3Y | +177.9% | -52.0% | +229.8% | +245.1% |
| All | +177.9% | -52.0% | +229.8% | +245.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling