+153.8%
MRVL vs AGG
-1.4%
+155.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +5.6% |
| 7D | +13.8% | -0.2% | +14.0% | +14.9% |
| 30D | +12.7% | -0.2% | +12.9% | +14.6% |
| 3M | -11.9% | -0.7% | -11.2% | -8.0% |
| 6M | +153.8% | -1.8% | +155.6% | +181.0% |
| All | +153.8% | -1.4% | +155.3% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 6mo: compounded portfolio wealth divided by compounded AGG 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…
6mo analysis · Full analysis span regression · 6 months rolling