+1,173.1%
MRVL vs ADI
+722.7%
+450.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -10.2% | -6.3% | -3.9% | -4.4% |
| 30D | -43.9% | -3.2% | -40.7% | -41.6% |
| 3M | -26.0% | +2.8% | -28.7% | -26.3% |
| 6M | -9.2% | -5.0% | -4.2% | -0.4% |
| YTD | +82.0% | +46.3% | +35.7% | +40.4% |
| 1Y | +65.9% | +71.6% | -5.8% | +12.8% |
| 3Y | +185.0% | +139.2% | +45.9% | +51.7% |
| 5Y | +121.5% | +136.4% | -14.9% | +27.6% |
| 10Y | +1,224.2% | +636.2% | +587.9% | +219.3% |
| All | +1,173.1% | +722.7% | +450.4% | +100.2% |
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