+298.8%
MRVL vs ADM
+20.7%
+278.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.8% | +7.0% |
| 7D | +3.2% | +3.8% | -0.6% | +3.0% |
| 30D | +5.9% | +9.8% | -3.8% | +5.4% |
| 3M | -29.3% | +2.1% | -31.5% | -29.3% |
| 6M | +186.5% | +27.5% | +159.0% | +182.8% |
| YTD | +163.4% | +50.2% | +113.2% | +158.6% |
| 1Y | +249.5% | +40.6% | +208.9% | +244.1% |
| All | +298.8% | +20.7% | +278.1% | +302.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling