+79.4%
MRVL vs ADM
+29.6%
+49.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.4% | -4.8% |
| 7D | +11.0% | +4.2% | +6.8% | +10.8% |
| 30D | -36.1% | -12.8% | -23.2% | -36.0% |
| 3M | -29.4% | -8.5% | -21.0% | -29.5% |
| 6M | -11.9% | -10.9% | -1.0% | -10.7% |
| YTD | +84.8% | +29.4% | +55.4% | +87.1% |
| 1Y | +79.4% | +27.5% | +51.9% | +81.7% |
| All | +79.4% | +29.6% | +49.8% | +81.7% |
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