+96.9%
MRVL vs ALLE
+49.9%
+47.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.4% |
| 7D | -28.1% | -0.6% | -27.5% | -27.9% |
| 30D | -50.4% | +25.3% | -75.7% | -58.6% |
| 3M | -32.9% | +10.3% | -43.2% | -38.5% |
| 6M | -17.9% | +38.0% | -56.0% | -37.8% |
| YTD | +66.4% | +17.8% | +48.7% | +41.3% |
| 1Y | +51.5% | +13.6% | +37.9% | +32.3% |
| 3Y | +177.9% | +89.2% | +88.7% | +40.7% |
| All | +96.9% | +49.9% | +47.0% | +22.9% |
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