+87.3%
MRVL vs FRMI
-89.6%
+176.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +26.7% | -31.4% | -9.3% |
| 7D | +11.0% | +66.2% | -55.2% | +0.1% |
| 30D | -36.1% | -17.4% | -18.7% | -35.1% |
| 3M | -29.4% | -60.5% | +31.0% | -21.3% |
| 6M | -11.9% | -56.5% | +44.6% | -3.1% |
| YTD | +84.8% | -67.4% | +152.2% | +103.1% |
| 1Y | +79.4% | -85.1% | +164.5% | +102.3% |
| All | +87.3% | -89.6% | +176.9% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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