+271.9%
MRVL vs ACGL
+161.8%
+110.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.8% | +7.2% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +5.9% | -1.0% | +6.9% | +6.0% |
| 3M | -29.3% | +11.0% | -40.4% | -31.2% |
| 6M | +186.5% | -0.3% | +186.8% | +185.3% |
| YTD | +163.4% | +2.3% | +161.2% | +159.7% |
| 1Y | +249.5% | +6.4% | +243.1% | +239.7% |
| 3Y | +289.4% | +34.0% | +255.4% | +223.1% |
| All | +271.9% | +161.8% | +110.1% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling