+118.8%
MRVL vs ALK
-31.3%
+150.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.9% |
| 7D | +11.0% | -1.2% | +12.2% | +11.8% |
| 30D | -36.1% | +7.7% | -43.8% | -39.5% |
| 3M | -29.4% | -19.0% | -10.4% | -22.4% |
| 6M | -11.9% | -0.2% | -11.7% | -15.0% |
| YTD | +84.8% | -23.5% | +108.3% | +100.4% |
| 1Y | +79.4% | -9.1% | +88.5% | +75.1% |
| 3Y | +195.7% | +12.0% | +183.7% | +122.6% |
| All | +118.8% | -31.3% | +150.2% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling