+323.1%
MRVL vs AIG
+33.9%
+289.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +5.6% | -1.2% | +6.8% | +5.9% |
| 30D | +8.8% | -1.1% | +9.8% | +8.9% |
| 3M | -15.9% | +0.7% | -16.5% | -16.9% |
| 6M | +161.3% | -2.2% | +163.4% | +160.1% |
| YTD | +178.2% | -10.8% | +189.1% | +188.4% |
| 1Y | +255.3% | -2.0% | +257.3% | +246.6% |
| 3Y | +323.1% | +34.8% | +288.3% | +255.4% |
| All | +323.1% | +33.9% | +289.2% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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