+1,064.4%
MRVL vs ACGL
+6,398.4%
-5,334.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +6.8% |
| 7D | -28.1% | +0.9% | -29.0% | -28.6% |
| 30D | -50.4% | +13.7% | -64.1% | -53.1% |
| 3M | -32.9% | +8.0% | -41.0% | -35.6% |
| 6M | -17.9% | +13.3% | -31.2% | -24.1% |
| YTD | +66.4% | +11.8% | +54.6% | +53.7% |
| 1Y | +51.5% | +22.2% | +29.3% | +34.7% |
| 3Y | +177.9% | +32.5% | +145.4% | +128.9% |
| 5Y | +100.0% | +160.2% | -60.2% | +20.2% |
| 10Y | +1,108.1% | +338.5% | +769.6% | +440.5% |
| All | +1,064.4% | +6,398.4% | -5,334.0% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling