+1,804.5%
MRVL vs ACWI
+226.7%
+1,577.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.1% | +7.1% |
| 7D | +3.2% | +0.5% | +2.7% | +2.2% |
| 30D | +5.9% | +0.9% | +5.1% | +4.5% |
| 3M | -29.3% | +2.4% | -31.7% | -30.1% |
| 6M | +186.5% | +12.4% | +174.1% | +142.4% |
| YTD | +163.4% | +15.2% | +148.3% | +113.9% |
| 1Y | +249.5% | +22.7% | +226.8% | +155.5% |
| 3Y | +289.4% | +75.8% | +213.6% | +68.9% |
| 5Y | +270.2% | +67.7% | +202.5% | +86.4% |
| All | +1,804.5% | +226.7% | +1,577.8% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling