+118.8%
MRVL vs ALLE
+51.6%
+67.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.4% |
| 7D | +11.0% | +3.6% | +7.5% | +8.6% |
| 30D | -36.1% | +25.9% | -62.0% | -46.6% |
| 3M | -29.4% | +15.8% | -45.2% | -37.4% |
| 6M | -11.9% | +48.1% | -60.0% | -36.4% |
| YTD | +84.8% | +22.0% | +62.8% | +53.4% |
| 1Y | +79.4% | +18.0% | +61.4% | +52.9% |
| 3Y | +195.7% | +93.1% | +102.7% | +48.5% |
| All | +118.8% | +51.6% | +67.2% | +36.3% |
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