+1,064.4%
MRVL vs ALL
+1,944.4%
-880.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +7.5% |
| 7D | -28.1% | -1.9% | -26.2% | -27.8% |
| 30D | -50.4% | +13.8% | -64.2% | -53.3% |
| 3M | -32.9% | -7.0% | -25.9% | -32.1% |
| 6M | -17.9% | +18.0% | -36.0% | -26.4% |
| YTD | +66.4% | +24.2% | +42.2% | +44.8% |
| 1Y | +51.5% | +31.2% | +20.4% | +28.4% |
| 3Y | +177.9% | +107.5% | +70.3% | +86.2% |
| 5Y | +100.0% | +144.8% | -44.8% | +20.9% |
| 10Y | +1,108.1% | +375.8% | +732.4% | +418.3% |
| All | +1,064.4% | +1,944.4% | -880.0% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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