+134.1%
MRVL vs FTV
+17.2%
+116.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.1% | +9.1% |
| 7D | +5.6% | -0.7% | +6.3% | +7.1% |
| 30D | -36.5% | +18.3% | -54.8% | -46.1% |
| 3M | -20.5% | +10.2% | -30.7% | -28.1% |
| 6M | -1.1% | +12.8% | -14.0% | -14.0% |
| YTD | +99.0% | +23.4% | +75.6% | +51.3% |
| 1Y | +89.3% | +31.4% | +57.8% | +33.2% |
| 3Y | +211.6% | +38.7% | +173.0% | +99.3% |
| 5Y | +134.1% | +18.6% | +115.5% | +79.3% |
| All | +134.1% | +17.2% | +116.8% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling