+177.9%
MRVL vs AG
+219.8%
-41.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.2% |
| 7D | -28.1% | +6.3% | -34.4% | -29.4% |
| 30D | -50.4% | -8.9% | -41.4% | -49.0% |
| 3M | -32.9% | -12.2% | -20.7% | -30.3% |
| 6M | -17.9% | -28.3% | +10.4% | -11.0% |
| YTD | +66.4% | -8.8% | +75.3% | +67.4% |
| 1Y | +51.5% | +39.4% | +12.2% | +37.9% |
| 3Y | +177.9% | +229.4% | -51.5% | +96.7% |
| All | +177.9% | +219.8% | -41.9% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling