+1,925.8%
MRVL vs AJG
+473.1%
+1,452.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +4.5% |
| 7D | +5.6% | -8.3% | +13.9% | +8.9% |
| 30D | +8.8% | -5.7% | +14.4% | +10.6% |
| 3M | -15.9% | +9.1% | -25.0% | -21.5% |
| 6M | +161.3% | +15.2% | +146.0% | +133.7% |
| YTD | +178.2% | -6.3% | +184.5% | +174.1% |
| 1Y | +255.3% | -19.1% | +274.4% | +276.7% |
| 3Y | +323.1% | +8.2% | +314.9% | +249.1% |
| 5Y | +293.2% | +75.6% | +217.6% | +131.6% |
| All | +1,925.8% | +473.1% | +1,452.7% | +525.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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