+96.9%
MRVL vs ALK
-34.8%
+131.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | -28.1% | +9.0% | -37.2% | -32.0% |
| 30D | -50.4% | -1.6% | -48.7% | -50.6% |
| 3M | -32.9% | -23.2% | -9.7% | -24.2% |
| 6M | -17.9% | -3.9% | -14.1% | -19.2% |
| YTD | +66.4% | -22.6% | +89.0% | +79.3% |
| 1Y | +51.5% | -5.3% | +56.9% | +44.2% |
| 3Y | +177.9% | +18.6% | +159.3% | +100.9% |
| All | +96.9% | -34.8% | +131.7% | +105.2% |
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