+195.7%
MRVL vs AEM
+301.1%
-105.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | -6.8% | +17.9% | +13.9% |
| 30D | -36.1% | +0.8% | -36.9% | -36.6% |
| 3M | -29.4% | -0.8% | -28.6% | -29.3% |
| 6M | -11.9% | -8.5% | -3.4% | -10.5% |
| YTD | +84.8% | +5.9% | +78.8% | +79.9% |
| 1Y | +79.4% | +6.6% | +72.8% | +74.2% |
| 3Y | +195.7% | +302.2% | -106.4% | +88.7% |
| All | +195.7% | +301.1% | -105.3% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling