+242.3%
MRVL vs ACM
-47.1%
+289.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +7.1% | -0.3% | +7.4% | +7.2% |
| 30D | +3.1% | -12.9% | +16.0% | +6.8% |
| 3M | -21.9% | -6.4% | -15.6% | -21.2% |
| 6M | +151.8% | -29.2% | +181.1% | +184.6% |
| YTD | +165.6% | -29.9% | +195.6% | +199.7% |
| 1Y | +242.3% | -47.3% | +289.5% | +338.0% |
| All | +242.3% | -47.1% | +289.4% | +338.0% |
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