+271.9%
MRVL vs ALLE
+13.7%
+258.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.4% |
| 30D | +5.9% | -6.8% | +12.7% | +11.7% |
| 3M | -29.3% | +21.0% | -50.4% | -39.8% |
| 6M | +186.5% | +1.1% | +185.4% | +180.4% |
| YTD | +163.4% | -0.5% | +164.0% | +157.7% |
| 1Y | +249.5% | -7.3% | +256.7% | +260.4% |
| 3Y | +289.4% | +42.3% | +247.1% | +159.3% |
| All | +271.9% | +13.7% | +258.1% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling