+271.9%
MRVL vs ACM
+5.0%
+266.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.3% |
| 7D | +3.2% | -3.7% | +6.9% | +6.1% |
| 30D | +5.9% | -11.1% | +17.0% | +13.9% |
| 3M | -29.3% | -8.0% | -21.4% | -27.0% |
| 6M | +186.5% | -29.7% | +216.1% | +268.1% |
| YTD | +163.4% | -29.4% | +192.8% | +230.5% |
| 1Y | +249.5% | -46.4% | +295.9% | +459.9% |
| 3Y | +289.4% | -22.3% | +311.7% | +330.2% |
| All | +271.9% | +5.0% | +266.9% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling