+1,173.1%
MRVL vs AA
+42.1%
+1,131.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.1% |
| 7D | +11.0% | +0.5% | +10.5% | +11.0% |
| 30D | -36.1% | -0.6% | -35.5% | -35.7% |
| 3M | -29.4% | -19.7% | -9.8% | -23.9% |
| 6M | -11.9% | -41.6% | +29.7% | +5.9% |
| YTD | +84.8% | -24.6% | +109.4% | +101.4% |
| 1Y | +79.4% | +4.9% | +74.5% | +76.1% |
| 3Y | +195.7% | +66.8% | +128.9% | +143.9% |
| 5Y | +117.2% | -19.4% | +136.6% | +109.9% |
| All | +1,173.1% | +42.1% | +1,131.0% | +804.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling