+1,224.2%
MRVL vs ALB
+34.3%
+1,189.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +1.4% |
| 7D | -10.2% | +5.3% | -15.5% | -12.4% |
| 30D | -43.9% | -6.3% | -37.7% | -42.7% |
| 3M | -26.0% | -27.4% | +1.4% | -17.7% |
| 6M | -9.2% | -53.1% | +43.9% | +18.5% |
| YTD | +82.0% | -32.3% | +114.3% | +100.3% |
| 1Y | +65.9% | -7.3% | +73.2% | +60.3% |
| 3Y | +185.0% | -14.9% | +200.0% | +149.9% |
| 5Y | +121.5% | -62.0% | +183.5% | +166.6% |
| 10Y | +1,224.2% | +33.0% | +1,191.2% | +914.4% |
| All | +1,224.2% | +34.3% | +1,189.8% | +914.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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