+321.2%
MRVL vs AEM
+344.0%
-22.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +13.8% | +3.0% | +10.8% | +12.5% |
| 30D | +12.7% | +12.5% | +0.2% | +8.0% |
| 3M | -11.9% | +26.9% | -38.9% | -19.3% |
| 6M | +153.8% | -9.4% | +163.3% | +154.2% |
| YTD | +177.0% | +20.3% | +156.7% | +158.6% |
| 1Y | +252.3% | +33.8% | +218.6% | +219.5% |
| All | +321.2% | +344.0% | -22.8% | +164.3% |
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