+637.7%
MRVL vs ALC
+32.2%
+605.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.2% | +9.4% |
| 7D | -9.8% | +2.1% | -11.9% | -11.1% |
| 30D | -43.8% | +17.2% | -61.0% | -49.1% |
| 3M | -29.3% | +4.6% | -33.9% | -32.4% |
| 6M | -9.1% | +20.1% | -29.2% | -21.7% |
| YTD | +82.2% | -4.2% | +86.4% | +78.7% |
| 1Y | +70.3% | +2.1% | +68.2% | +59.9% |
| 3Y | +197.0% | +4.5% | +192.5% | +160.9% |
| 5Y | +115.8% | -12.3% | +128.1% | +112.5% |
| All | +637.7% | +32.2% | +605.6% | +450.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling