+966.5%
MRVL vs ALC
+24.0%
+942.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.2% | +9.2% | +8.3% |
| 7D | +3.2% | -2.1% | +5.3% | +4.3% |
| 30D | +5.9% | -0.1% | +6.0% | +5.4% |
| 3M | -29.3% | +5.9% | -35.2% | -33.1% |
| 6M | +186.5% | -15.9% | +202.4% | +209.3% |
| YTD | +163.4% | -10.1% | +173.6% | +171.6% |
| 1Y | +249.5% | -10.2% | +259.7% | +258.5% |
| 3Y | +289.4% | -13.6% | +302.9% | +294.3% |
| 5Y | +270.2% | -15.1% | +285.4% | +275.8% |
| All | +966.5% | +24.0% | +942.5% | +737.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling