+177.9%
MRVL vs ACWI
+70.3%
+107.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.8% |
| 7D | -28.1% | -2.4% | -25.8% | -22.6% |
| 30D | -50.4% | -5.2% | -45.2% | -41.3% |
| 3M | -32.9% | -4.8% | -28.1% | -21.1% |
| 6M | -17.9% | -1.3% | -16.6% | -7.9% |
| YTD | +66.4% | +8.4% | +58.0% | +47.4% |
| 1Y | +51.5% | +11.0% | +40.5% | +26.8% |
| 3Y | +177.9% | +70.6% | +107.3% | -15.1% |
| All | +177.9% | +70.3% | +107.5% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling