+1,847.4%
MRVL vs AEM
+369.2%
+1,478.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.7% |
| 7D | +8.7% | -5.0% | +13.7% | +10.0% |
| 30D | +6.9% | +8.5% | -1.6% | +5.0% |
| 3M | -10.1% | +29.3% | -39.4% | -15.2% |
| 6M | +143.4% | -12.9% | +156.4% | +149.0% |
| YTD | +167.5% | +16.8% | +150.7% | +158.0% |
| 1Y | +239.0% | +29.8% | +209.1% | +219.6% |
| 3Y | +311.0% | +336.7% | -25.8% | +203.8% |
| 5Y | +278.0% | +299.9% | -22.0% | +177.9% |
| All | +1,847.4% | +369.2% | +1,478.2% | +1,287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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