+252.3%
MRVL vs ADM
+42.9%
+209.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.8% | +4.3% |
| 7D | +13.8% | +1.4% | +12.4% | +13.8% |
| 30D | +12.7% | +8.2% | +4.5% | +13.1% |
| 3M | -11.9% | +8.7% | -20.6% | -11.2% |
| 6M | +153.8% | +29.1% | +124.8% | +158.3% |
| YTD | +177.0% | +53.7% | +123.3% | +195.2% |
| 1Y | +252.3% | +43.2% | +209.1% | +276.6% |
| All | +252.3% | +42.9% | +209.5% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling