+114.5%
MRVL vs ADVB
-97.4%
+211.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.3% |
| 7D | -10.2% | -4.1% | -6.1% | -10.0% |
| 30D | -43.9% | -60.3% | +16.3% | -42.2% |
| 3M | -26.0% | -73.3% | +47.4% | -23.2% |
| 6M | -9.2% | -65.9% | +56.7% | -9.6% |
| YTD | +82.0% | -63.9% | +145.9% | +76.4% |
| 1Y | +65.9% | -74.1% | +140.0% | +64.1% |
| All | +114.5% | -97.4% | +211.9% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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