+1,846.5%
MRVL vs AJG
+2,257.9%
-411.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +4.5% |
| 7D | +5.6% | -8.3% | +13.9% | +9.1% |
| 30D | +8.8% | -5.7% | +14.4% | +10.8% |
| 3M | -15.9% | +9.1% | -25.0% | -21.2% |
| 6M | +161.3% | +15.2% | +146.0% | +135.6% |
| YTD | +178.2% | -6.3% | +184.5% | +172.3% |
| 1Y | +255.3% | -19.1% | +274.4% | +268.2% |
| 3Y | +323.1% | +8.2% | +314.9% | +269.4% |
| 5Y | +293.2% | +75.6% | +217.6% | +175.3% |
| 10Y | +1,963.7% | +471.1% | +1,492.5% | +757.6% |
| All | +1,846.5% | +2,257.9% | -411.4% | +430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling