+218.5%
MRVL vs ACGL
+33.2%
+185.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.3% |
| 7D | +5.6% | -1.4% | +7.0% | +5.0% |
| 30D | -36.5% | +12.4% | -48.9% | -32.9% |
| 3M | -20.5% | +11.1% | -31.6% | -16.1% |
| 6M | -1.1% | +16.3% | -17.5% | +6.9% |
| YTD | +99.0% | +13.8% | +85.2% | +114.7% |
| 1Y | +89.3% | +20.4% | +68.9% | +105.0% |
| All | +218.5% | +33.2% | +185.2% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling