+1,064.4%
MRVL vs ALB
+1,265.2%
-200.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | -28.1% | +9.1% | -37.2% | -31.3% |
| 30D | -50.4% | -3.4% | -47.0% | -49.7% |
| 3M | -32.9% | -20.6% | -12.3% | -26.7% |
| 6M | -17.9% | -48.2% | +30.2% | +8.6% |
| YTD | +66.4% | -29.2% | +95.7% | +83.3% |
| 1Y | +51.5% | +10.0% | +41.5% | +34.1% |
| 3Y | +177.9% | -12.9% | +190.8% | +135.0% |
| 5Y | +100.0% | -61.3% | +161.3% | +144.0% |
| 10Y | +1,108.1% | +35.8% | +1,072.3% | +554.7% |
| All | +1,064.4% | +1,265.2% | -200.8% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling