+1,174.9%
MRVL vs ADP
+1,197.0%
-22.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.8% |
| 7D | -9.8% | +1.1% | -10.9% | -10.8% |
| 30D | -43.8% | +11.5% | -55.3% | -48.7% |
| 3M | -29.3% | +12.0% | -41.3% | -36.2% |
| 6M | -9.1% | +43.8% | -52.9% | -34.3% |
| YTD | +82.2% | +20.1% | +62.2% | +47.0% |
| 1Y | +70.3% | +22.3% | +48.0% | +35.2% |
| 3Y | +197.0% | +43.3% | +153.7% | +108.5% |
| 5Y | +115.8% | +47.3% | +68.4% | +51.9% |
| 10Y | +1,204.0% | +313.7% | +890.3% | +320.0% |
| All | +1,174.9% | +1,197.0% | -22.1% | +55.7% |
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