+3,240.4%
MRVL vs FTI
+1,741.8%
+1,498.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +23.1% | +5.4% | +17.7% | +21.0% |
| 30D | -38.8% | -8.2% | -30.6% | -36.4% |
| 3M | -24.2% | -13.7% | -10.5% | -19.7% |
| 6M | 0.0% | -11.2% | +11.2% | +4.7% |
| YTD | +93.8% | +46.0% | +47.8% | +69.7% |
| 1Y | +84.4% | +51.8% | +32.6% | +59.1% |
| 3Y | +203.6% | +206.7% | -3.1% | +104.2% |
| 5Y | +127.8% | +862.0% | -734.2% | -1.7% |
| 10Y | +1,257.2% | +182.3% | +1,074.9% | +633.8% |
| All | +3,240.4% | +1,741.8% | +1,498.6% | +571.4% |
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