+1,198.2%
MRVL vs FXI
+200.0%
+998.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | -4.2% | +15.2% | +13.6% |
| 30D | -36.1% | -1.1% | -35.0% | -36.1% |
| 3M | -29.4% | -4.0% | -25.5% | -28.4% |
| 6M | -11.9% | -11.8% | 0.0% | -6.2% |
| YTD | +84.8% | -11.9% | +96.7% | +97.9% |
| 1Y | +79.4% | -16.1% | +95.5% | +97.7% |
| 3Y | +195.7% | +38.8% | +157.0% | +138.9% |
| 5Y | +117.2% | -9.1% | +126.3% | +117.0% |
| 10Y | +1,193.7% | +18.4% | +1,175.3% | +1,048.8% |
| All | +1,198.2% | +200.0% | +998.1% | +467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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