+1,235.6%
MRVL vs ADP
+319.4%
+916.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | +23.1% | +0.3% | +22.9% | +22.9% |
| 30D | -38.8% | +11.6% | -50.4% | -43.3% |
| 3M | -24.2% | +15.1% | -39.3% | -31.6% |
| 6M | 0.0% | +46.0% | -46.0% | -26.1% |
| YTD | +93.8% | +22.4% | +71.5% | +60.1% |
| 1Y | +84.4% | +24.5% | +59.9% | +50.0% |
| 3Y | +203.6% | +44.8% | +158.8% | +118.6% |
| 5Y | +127.8% | +49.1% | +78.8% | +63.9% |
| All | +1,235.6% | +319.4% | +916.2% | +502.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling