+1,846.5%
MRVL vs AFL
+1,601.7%
+244.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +5.6% | -1.6% | +7.3% | +6.3% |
| 30D | +8.8% | -4.0% | +12.8% | +10.2% |
| 3M | -15.9% | -0.5% | -15.4% | -16.7% |
| 6M | +161.3% | +6.5% | +154.7% | +150.6% |
| YTD | +178.2% | +6.2% | +172.1% | +166.7% |
| 1Y | +255.3% | +8.3% | +247.0% | +237.0% |
| 3Y | +323.1% | +62.5% | +260.6% | +234.9% |
| 5Y | +293.2% | +136.2% | +157.0% | +168.8% |
| 10Y | +1,963.7% | +301.4% | +1,662.2% | +992.0% |
| All | +1,846.5% | +1,601.7% | +244.8% | +382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling