+589.8%
MRVL vs ACI
+25.9%
+563.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.3% | +7.4% | +7.0% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +5.9% | +5.9% | 0.0% | +6.0% |
| 3M | -29.3% | -19.8% | -9.6% | -29.1% |
| 6M | +186.5% | -24.7% | +211.2% | +187.8% |
| YTD | +163.4% | -24.4% | +187.8% | +164.4% |
| 1Y | +249.5% | -31.5% | +281.0% | +252.7% |
| 3Y | +289.4% | -38.7% | +328.0% | +293.5% |
| 5Y | +270.2% | -42.8% | +313.1% | +271.2% |
| All | +589.8% | +25.9% | +563.9% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling