+856.3%
MRVL vs ACM
+233.3%
+623.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -53.9% |
| 3M | -32.9% | -10.5% | -22.5% | -30.5% |
| 6M | -17.9% | -19.7% | +1.8% | -11.3% |
| YTD | +66.4% | -28.8% | +95.3% | +89.4% |
| 1Y | +51.5% | -47.9% | +99.4% | +100.1% |
| 3Y | +177.9% | -12.4% | +190.2% | +188.6% |
| 5Y | +100.0% | +0.6% | +99.5% | +99.2% |
| 10Y | +1,108.1% | +161.3% | +946.9% | +645.4% |
| All | +856.3% | +233.3% | +623.0% | +376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling