+249.5%
MRVL vs ACM
-45.8%
+295.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.1% |
| 7D | +3.2% | -3.7% | +6.9% | +4.2% |
| 30D | +5.9% | -11.1% | +17.0% | +9.1% |
| 3M | -29.3% | -8.0% | -21.4% | -27.8% |
| 6M | +186.5% | -29.7% | +216.1% | +224.9% |
| YTD | +163.4% | -29.4% | +192.8% | +196.6% |
| 1Y | +249.5% | -46.4% | +295.9% | +346.8% |
| All | +249.5% | -45.8% | +295.3% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling