+97.1%
MRVL vs ALC
-10.9%
+108.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.7% |
| 7D | -28.1% | +4.9% | -33.0% | -30.1% |
| 30D | -50.4% | +19.0% | -69.3% | -55.0% |
| 3M | -32.9% | +7.8% | -40.7% | -36.6% |
| 6M | -17.9% | +14.6% | -32.5% | -26.9% |
| YTD | +66.4% | -4.4% | +70.9% | +65.0% |
| 1Y | +51.5% | +1.4% | +50.2% | +43.8% |
| 3Y | +177.9% | +2.5% | +175.4% | +140.6% |
| All | +97.1% | -10.9% | +108.0% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling