+96.9%
MRVL vs ACM
-2.7%
+99.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -28.1% | +5.4% | -33.5% | -31.0% |
| 30D | -50.4% | +15.1% | -65.5% | -55.5% |
| 3M | -32.9% | -10.5% | -22.5% | -28.9% |
| 6M | -17.9% | -19.7% | +1.8% | -6.1% |
| YTD | +66.4% | -28.8% | +95.3% | +106.8% |
| 1Y | +51.5% | -47.9% | +99.4% | +152.6% |
| 3Y | +177.9% | -12.4% | +190.2% | +165.3% |
| All | +96.9% | -2.7% | +99.6% | +63.0% |
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 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