+1,204.0%
MRVL vs ACM
+147.1%
+1,056.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.2% | +4.3% | +6.5% |
| 7D | -9.8% | +6.9% | -16.7% | -13.0% |
| 30D | -43.8% | +19.1% | -62.9% | -49.4% |
| 3M | -29.3% | -6.9% | -22.4% | -27.7% |
| 6M | -9.1% | -12.0% | +2.9% | -5.1% |
| YTD | +82.2% | -25.1% | +107.4% | +107.9% |
| 1Y | +70.3% | -45.4% | +115.7% | +135.8% |
| 3Y | +197.0% | -6.9% | +203.9% | +198.2% |
| 5Y | +115.8% | +3.7% | +112.0% | +108.0% |
| 10Y | +1,204.0% | +135.8% | +1,068.3% | +723.6% |
| All | +1,204.0% | +147.1% | +1,056.9% | +723.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling