+3,084.2%
MRVL vs FTI
+1,779.9%
+1,304.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.7% | -5.4% |
| 7D | +11.0% | +4.3% | +6.7% | +9.4% |
| 30D | -36.1% | -4.7% | -31.4% | -34.6% |
| 3M | -29.4% | -13.5% | -15.9% | -25.3% |
| 6M | -11.9% | -8.7% | -3.2% | -8.7% |
| YTD | +84.8% | +49.0% | +35.8% | +60.5% |
| 1Y | +79.4% | +54.0% | +25.4% | +54.0% |
| 3Y | +195.7% | +211.6% | -15.9% | +97.7% |
| 5Y | +117.2% | +881.9% | -764.7% | -7.0% |
| 10Y | +1,193.7% | +188.1% | +1,005.7% | +594.1% |
| All | +3,084.2% | +1,779.9% | +1,304.4% | +535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling