+1,204.0%
MRVL vs ALLE
+233.6%
+970.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.8% | +6.7% | +7.8% |
| 7D | -9.8% | -0.6% | -9.2% | -9.2% |
| 30D | -43.8% | +26.6% | -70.4% | -52.1% |
| 3M | -29.3% | +13.2% | -42.5% | -35.5% |
| 6M | -9.1% | +42.9% | -52.0% | -29.4% |
| YTD | +82.2% | +21.0% | +61.2% | +55.8% |
| 1Y | +70.3% | +15.2% | +55.2% | +50.4% |
| 3Y | +197.0% | +95.6% | +101.4% | +78.6% |
| 5Y | +115.8% | +53.4% | +62.4% | +51.9% |
| 10Y | +1,204.0% | +221.5% | +982.6% | +528.5% |
| All | +1,204.0% | +233.6% | +970.4% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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