+278.0%
MRVL vs AFL
+131.0%
+147.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | +8.7% | -3.3% | +12.0% | +9.8% |
| 30D | +6.9% | -5.0% | +11.9% | +8.4% |
| 3M | -10.1% | -1.8% | -8.4% | -11.0% |
| 6M | +143.4% | +4.8% | +138.6% | +132.2% |
| YTD | +167.5% | +5.4% | +162.0% | +153.6% |
| 1Y | +239.0% | +9.0% | +230.0% | +214.6% |
| 3Y | +311.0% | +63.0% | +247.9% | +182.2% |
| 5Y | +278.0% | +134.5% | +143.5% | +96.9% |
| All | +278.0% | +131.0% | +147.0% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling