+1,235.6%
MRVL vs ALK
-45.1%
+1,280.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -0.7% |
| 7D | +23.1% | +0.9% | +22.2% | +22.8% |
| 30D | -38.8% | +3.3% | -42.1% | -40.1% |
| 3M | -24.2% | -17.6% | -6.7% | -19.4% |
| 6M | 0.0% | +0.8% | -0.8% | -2.5% |
| YTD | +93.8% | -22.4% | +116.2% | +105.5% |
| 1Y | +84.4% | -10.1% | +94.5% | +84.4% |
| 3Y | +203.6% | +14.0% | +189.6% | +169.6% |
| 5Y | +127.8% | -29.8% | +157.7% | +139.2% |
| All | +1,235.6% | -45.1% | +1,280.7% | +1,294.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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