+1,173.1%
MRVL vs ADM
+1,316.3%
-143.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | -10.2% | -1.8% | -8.4% | -9.6% |
| 30D | -43.9% | -13.3% | -30.7% | -41.1% |
| 3M | -26.0% | -13.4% | -12.6% | -22.5% |
| 6M | -9.2% | -9.6% | +0.4% | -6.8% |
| YTD | +82.0% | +23.0% | +59.0% | +66.3% |
| 1Y | +65.9% | +27.4% | +38.5% | +49.1% |
| 3Y | +185.0% | +5.7% | +179.4% | +162.1% |
| 5Y | +121.5% | +22.1% | +99.4% | +91.3% |
| 10Y | +1,224.2% | +106.0% | +1,118.2% | +818.5% |
| All | +1,173.1% | +1,316.3% | -143.2% | +535.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling