+1,064.4%
MRVL vs ALK
+546.0%
+518.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | -28.1% | +9.0% | -37.2% | -30.8% |
| 30D | -50.4% | -1.6% | -48.7% | -50.6% |
| 3M | -32.9% | -23.2% | -9.7% | -27.3% |
| 6M | -17.9% | -3.9% | -14.1% | -18.5% |
| YTD | +66.4% | -22.6% | +89.0% | +75.9% |
| 1Y | +51.5% | -5.3% | +56.9% | +48.9% |
| 3Y | +177.9% | +18.6% | +159.3% | +146.0% |
| 5Y | +100.0% | -34.4% | +134.4% | +117.4% |
| 10Y | +1,108.1% | -40.8% | +1,148.9% | +1,091.4% |
| All | +1,064.4% | +546.0% | +518.4% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling