+1,224.2%
MRVL vs AG
+64.1%
+1,160.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.7% | +1.0% |
| 7D | -10.2% | +6.0% | -16.2% | -11.3% |
| 30D | -43.9% | -13.5% | -30.4% | -42.3% |
| 3M | -26.0% | -20.7% | -5.3% | -22.6% |
| 6M | -9.2% | -31.5% | +22.3% | -2.8% |
| YTD | +82.0% | -10.1% | +92.1% | +83.6% |
| 1Y | +65.9% | +26.0% | +39.9% | +58.1% |
| 3Y | +185.0% | +228.9% | -43.9% | +124.4% |
| 5Y | +121.5% | +8.7% | +112.8% | +94.6% |
| 10Y | +1,224.2% | +71.9% | +1,152.3% | +954.8% |
| All | +1,224.2% | +64.1% | +1,160.1% | +954.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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