+1,063.4%
MRVL vs ALLE
+327.3%
+736.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.3% |
| 7D | -28.1% | -0.6% | -27.5% | -28.0% |
| 30D | -50.4% | +25.3% | -75.7% | -57.3% |
| 3M | -32.9% | +10.3% | -43.2% | -37.7% |
| 6M | -17.9% | +38.0% | -56.0% | -34.4% |
| YTD | +66.4% | +17.8% | +48.7% | +45.5% |
| 1Y | +51.5% | +13.6% | +37.9% | +35.3% |
| 3Y | +177.9% | +89.2% | +88.7% | +76.0% |
| 5Y | +100.0% | +51.1% | +49.0% | +46.1% |
| 10Y | +1,108.1% | +228.1% | +880.0% | +483.7% |
| All | +1,063.4% | +327.3% | +736.1% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling