+1,743.1%
MRVL vs ADI
+657.8%
+1,085.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.4% | +5.7% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | +5.9% | -3.8% | +9.7% | +9.6% |
| 3M | -29.3% | -15.3% | -14.1% | -16.6% |
| 6M | +186.5% | +6.7% | +179.8% | +182.6% |
| YTD | +163.4% | +34.8% | +128.7% | +113.9% |
| 1Y | +249.5% | +49.0% | +200.5% | +162.6% |
| 3Y | +289.4% | +108.1% | +181.3% | +128.3% |
| 5Y | +270.2% | +142.4% | +127.8% | +106.6% |
| 10Y | +1,748.8% | +589.9% | +1,158.9% | +362.5% |
| All | +1,743.1% | +657.8% | +1,085.3% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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