+1,173.1%
MRVL vs AA
-19.1%
+1,192.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.5% |
| 7D | -10.2% | +1.2% | -11.5% | -10.4% |
| 30D | -43.9% | -5.0% | -38.9% | -42.6% |
| 3M | -26.0% | -22.2% | -3.7% | -18.7% |
| 6M | -9.2% | -36.3% | +27.1% | +8.0% |
| YTD | +82.0% | -24.2% | +106.2% | +99.0% |
| 1Y | +65.9% | +3.9% | +62.0% | +61.3% |
| 3Y | +185.0% | +67.6% | +117.5% | +122.9% |
| 5Y | +121.5% | -8.8% | +130.3% | +100.1% |
| 10Y | +1,224.2% | +45.0% | +1,179.2% | +674.5% |
| All | +1,173.1% | -19.1% | +1,192.2% | +694.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling