+82.7%
MRVL vs ADP
+20.3%
+62.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.5% | -9.6% | -4.6% |
| 7D | -36.5% | +6.4% | -42.9% | -32.2% |
| 30D | -41.1% | +16.6% | -57.7% | -31.5% |
| 3M | -26.9% | +12.9% | -39.8% | -16.9% |
| 6M | -2.3% | +45.7% | -48.0% | +31.5% |
| YTD | +88.4% | +20.6% | +67.7% | +154.8% |
| 1Y | +82.7% | +20.5% | +62.3% | +145.1% |
| All | +82.7% | +20.3% | +62.4% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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