+177.9%
MRVL vs ACGL
+31.5%
+146.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +4.4% |
| 7D | -28.1% | +0.9% | -29.0% | -27.6% |
| 30D | -50.4% | +13.7% | -64.1% | -47.4% |
| 3M | -32.9% | +8.0% | -41.0% | -30.0% |
| 6M | -17.9% | +13.3% | -31.2% | -12.1% |
| YTD | +66.4% | +11.8% | +54.6% | +78.1% |
| 1Y | +51.5% | +22.2% | +29.3% | +63.0% |
| 3Y | +177.9% | +32.5% | +145.4% | +217.6% |
| All | +177.9% | +31.5% | +146.4% | +217.6% |
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