+4,918.6%
MRVL vs FLUT
+1,675.5%
+3,243.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | -10.2% | -1.5% | -8.8% | -10.1% |
| 30D | -43.9% | +3.4% | -47.3% | -44.2% |
| 3M | -26.0% | -12.5% | -13.5% | -25.5% |
| 6M | -9.2% | -18.5% | +9.3% | -8.7% |
| YTD | +82.0% | -61.6% | +143.6% | +96.8% |
| 1Y | +65.9% | -64.1% | +130.0% | +80.3% |
| 3Y | +185.0% | -44.5% | +229.5% | +199.0% |
| 5Y | +121.5% | -51.3% | +172.7% | +130.9% |
| 10Y | +1,224.2% | -25.6% | +1,249.8% | +1,257.9% |
| All | +4,918.6% | +1,675.5% | +3,243.1% | +5,077.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling