+82.7%
MRVL vs ALC
+4.2%
+78.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.8% | -13.9% | -4.0% |
| 7D | -36.5% | +10.7% | -47.2% | -33.2% |
| 30D | -41.1% | +20.2% | -61.3% | -36.2% |
| 3M | -26.9% | +8.9% | -35.8% | -22.6% |
| 6M | -2.3% | +5.7% | -8.0% | +7.2% |
| YTD | +88.4% | -1.4% | +89.8% | +111.2% |
| 1Y | +82.7% | +4.7% | +78.0% | +107.1% |
| All | +82.7% | +4.2% | +78.6% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling