+171.3%
MRVL vs AA
+58.2%
+113.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.4% |
| 7D | -28.1% | +0.9% | -29.0% | -28.3% |
| 30D | -50.4% | -6.7% | -43.7% | -48.6% |
| 3M | -32.9% | -16.3% | -16.6% | -27.3% |
| 6M | -17.9% | -37.1% | +19.2% | +2.5% |
| YTD | +66.4% | -25.0% | +91.4% | +87.2% |
| 1Y | +51.5% | +8.6% | +43.0% | +43.6% |
| All | +171.3% | +58.2% | +113.1% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling