+1,064.4%
MRVL vs ADP
+1,202.6%
-138.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +7.0% | +6.5% |
| 7D | -28.1% | +3.2% | -31.3% | -30.0% |
| 30D | -50.4% | +14.9% | -65.3% | -55.6% |
| 3M | -32.9% | +11.6% | -44.5% | -39.3% |
| 6M | -17.9% | +48.5% | -66.4% | -42.2% |
| YTD | +66.4% | +20.6% | +45.9% | +33.9% |
| 1Y | +51.5% | +23.7% | +27.9% | +19.3% |
| 3Y | +177.9% | +47.8% | +130.1% | +90.7% |
| 5Y | +100.0% | +47.7% | +52.3% | +40.6% |
| 10Y | +1,108.1% | +324.0% | +784.2% | +282.5% |
| All | +1,064.4% | +1,202.6% | -138.2% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling