+97.1%
MRVL vs ALB
-62.3%
+159.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.4% |
| 7D | -28.1% | +9.1% | -37.2% | -30.8% |
| 30D | -50.4% | -3.4% | -47.0% | -49.8% |
| 3M | -32.9% | -20.6% | -12.3% | -27.7% |
| 6M | -17.9% | -48.2% | +30.2% | +3.8% |
| YTD | +66.4% | -29.2% | +95.7% | +79.9% |
| 1Y | +51.5% | +10.0% | +41.5% | +34.9% |
| 3Y | +177.9% | -12.9% | +190.8% | +132.1% |
| All | +97.1% | -62.3% | +159.4% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling