+277.2%
MRVL vs ADP
+52.9%
+224.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.1% | +9.1% | +8.2% |
| 7D | +3.2% | -3.4% | +6.6% | +5.1% |
| 30D | +5.9% | +2.8% | +3.1% | +4.0% |
| 3M | -29.3% | +20.9% | -50.3% | -39.5% |
| 6M | +186.5% | +29.9% | +156.6% | +126.6% |
| YTD | +163.4% | +9.6% | +153.8% | +142.5% |
| 1Y | +249.5% | -5.3% | +254.8% | +268.4% |
| 3Y | +289.4% | +16.5% | +272.9% | +228.0% |
| All | +277.2% | +52.9% | +224.4% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling