+1,750.9%
MRVL vs FXI
+221.5%
+1,529.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.5% | +6.2% |
| 7D | +3.2% | +1.0% | +2.2% | +2.6% |
| 30D | +5.9% | -0.6% | +6.5% | +6.2% |
| 3M | -29.3% | +1.9% | -31.3% | -30.2% |
| 6M | +186.5% | -0.2% | +186.7% | +188.2% |
| YTD | +163.4% | -5.6% | +169.0% | +173.8% |
| 1Y | +249.5% | -4.7% | +254.2% | +262.2% |
| 3Y | +289.4% | +38.0% | +251.3% | +217.9% |
| 5Y | +270.2% | -2.7% | +272.9% | +257.9% |
| 10Y | +1,748.8% | +19.9% | +1,728.9% | +1,535.3% |
| All | +1,750.9% | +221.5% | +1,529.3% | +684.4% |
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