+82.7%
MRVL vs ABCL
+138.2%
-55.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.3% |
| 7D | -36.5% | -10.0% | -26.5% | -34.9% |
| 30D | -41.1% | -10.9% | -30.2% | -39.6% |
| 3M | -26.9% | +101.6% | -128.5% | -35.9% |
| 6M | -2.3% | +167.5% | -169.9% | -20.3% |
| YTD | +88.4% | +259.1% | -170.7% | +42.6% |
| 1Y | +82.7% | +152.2% | -69.4% | +51.5% |
| All | +82.7% | +138.2% | -55.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling