+432.2%
MRVL vs ABCL
-81.3%
+513.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.3% | +7.3% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +5.9% | +93.1% | -87.1% | -10.1% |
| 3M | -29.3% | +79.4% | -108.8% | -39.3% |
| 6M | +186.5% | +214.9% | -28.4% | +114.3% |
| YTD | +163.4% | +234.2% | -70.8% | +91.4% |
| 1Y | +249.5% | +174.8% | +74.7% | +161.5% |
| 3Y | +289.4% | +104.5% | +184.9% | +187.4% |
| 5Y | +270.2% | -39.0% | +309.3% | +220.2% |
| All | +432.2% | -81.3% | +513.5% | +397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling