+280.4%
MRVL vs ALC
-15.6%
+296.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | +7.1% | -3.7% | +10.8% | +9.2% |
| 30D | +3.1% | -3.7% | +6.8% | +4.6% |
| 3M | -21.9% | +4.6% | -26.5% | -25.6% |
| 6M | +151.8% | -14.6% | +166.4% | +170.4% |
| YTD | +165.6% | -11.9% | +177.5% | +177.8% |
| 1Y | +242.3% | -13.1% | +255.4% | +259.8% |
| 3Y | +308.2% | -15.0% | +323.2% | +313.5% |
| 5Y | +280.4% | -16.2% | +296.6% | +295.2% |
| All | +280.4% | -15.6% | +296.0% | +295.2% |
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