+177.9%
MRVL vs ACM
-12.3%
+190.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -28.1% | +5.4% | -33.5% | -30.1% |
| 30D | -50.4% | +15.1% | -65.5% | -54.1% |
| 3M | -32.9% | -10.5% | -22.5% | -29.5% |
| 6M | -17.9% | -19.7% | +1.8% | -7.6% |
| YTD | +66.4% | -28.8% | +95.3% | +101.0% |
| 1Y | +51.5% | -47.9% | +99.4% | +138.3% |
| 3Y | +177.9% | -12.4% | +190.2% | +168.7% |
| All | +177.9% | -12.3% | +190.2% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling