+97.1%
MRVL vs AA
-14.6%
+111.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.5% |
| 7D | -28.1% | +0.9% | -29.0% | -28.3% |
| 30D | -50.4% | -6.7% | -43.7% | -48.7% |
| 3M | -32.9% | -16.3% | -16.6% | -27.7% |
| 6M | -17.9% | -37.1% | +19.2% | +0.8% |
| YTD | +66.4% | -25.0% | +91.4% | +85.5% |
| 1Y | +51.5% | +8.6% | +43.0% | +44.2% |
| 3Y | +177.9% | +57.2% | +120.6% | +113.4% |
| All | +97.1% | -14.6% | +111.6% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling