+1,804.5%
MRVL vs ACGL
+270.2%
+1,534.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.8% | +7.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | +5.9% | -1.0% | +6.9% | +6.1% |
| 3M | -29.3% | +11.0% | -40.4% | -32.7% |
| 6M | +186.5% | -0.3% | +186.8% | +182.1% |
| YTD | +163.4% | +2.3% | +161.2% | +155.9% |
| 1Y | +249.5% | +6.4% | +243.1% | +233.1% |
| 3Y | +289.4% | +34.0% | +255.4% | +223.2% |
| 5Y | +270.2% | +161.6% | +108.6% | +124.0% |
| All | +1,804.5% | +270.2% | +1,534.3% | +832.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling