+1,235.6%
MRVL vs FTI
+183.5%
+1,052.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | +23.1% | +5.4% | +17.7% | +21.3% |
| 30D | -38.8% | -8.2% | -30.6% | -36.8% |
| 3M | -24.2% | -13.7% | -10.5% | -20.5% |
| 6M | 0.0% | -11.2% | +11.2% | +3.9% |
| YTD | +93.8% | +46.0% | +47.8% | +74.4% |
| 1Y | +84.4% | +51.8% | +32.6% | +64.1% |
| 3Y | +203.6% | +206.7% | -3.1% | +123.7% |
| 5Y | +127.8% | +862.0% | -734.2% | +24.4% |
| All | +1,235.6% | +183.5% | +1,052.1% | +750.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling