+97.1%
MRVL vs ACI
-41.7%
+138.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +5.5% |
| 7D | -28.1% | -2.2% | -25.9% | -28.1% |
| 30D | -50.4% | +10.3% | -60.7% | -50.0% |
| 3M | -32.9% | +7.2% | -40.1% | -32.5% |
| 6M | -17.9% | -18.0% | +0.1% | -17.4% |
| YTD | +66.4% | -22.0% | +88.4% | +67.6% |
| 1Y | +51.5% | -23.4% | +74.9% | +52.7% |
| 3Y | +177.9% | -35.8% | +213.7% | +181.8% |
| All | +97.1% | -41.7% | +138.7% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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