+290.9%
MRVL vs FTV
+1.8%
+289.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.4% |
| 7D | +13.8% | -1.3% | +15.1% | +15.0% |
| 30D | +12.7% | -9.5% | +22.2% | +23.6% |
| 3M | -11.9% | -10.9% | -1.0% | -3.5% |
| 6M | +153.8% | -0.6% | +154.5% | +147.5% |
| YTD | +177.0% | +1.4% | +175.5% | +155.5% |
| 1Y | +252.3% | +17.6% | +234.7% | +169.6% |
| 3Y | +325.5% | -3.3% | +328.8% | +307.3% |
| 5Y | +290.9% | -0.1% | +291.0% | +238.9% |
| All | +290.9% | +1.8% | +289.1% | +238.9% |
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