+96.2%
MRVL vs ADVB
-97.5%
+193.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +5.5% |
| 7D | -28.1% | -13.9% | -14.2% | -27.6% |
| 30D | -50.4% | -68.1% | +17.7% | -48.6% |
| 3M | -32.9% | -73.4% | +40.5% | -30.4% |
| 6M | -17.9% | -70.8% | +52.9% | -17.7% |
| YTD | +66.4% | -66.1% | +132.5% | +61.8% |
| 1Y | +51.5% | -77.5% | +129.0% | +51.0% |
| All | +96.2% | -97.5% | +193.7% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling