+277.2%
MRVL vs ADM
+64.7%
+212.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.8% | +7.0% |
| 7D | +3.2% | +3.8% | -0.6% | +2.3% |
| 30D | +5.9% | +9.8% | -3.8% | +3.5% |
| 3M | -29.3% | +2.1% | -31.5% | -29.8% |
| 6M | +186.5% | +27.5% | +159.0% | +169.4% |
| YTD | +163.4% | +50.2% | +113.2% | +138.1% |
| 1Y | +249.5% | +40.6% | +208.9% | +219.6% |
| 3Y | +289.4% | +17.2% | +272.1% | +278.5% |
| All | +277.2% | +64.7% | +212.6% | +232.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling