+1,741.4%
MRVL vs ALLE
+260.9%
+1,480.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.4% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +5.9% | -6.8% | +12.7% | +10.6% |
| 3M | -29.3% | +21.0% | -50.4% | -37.7% |
| 6M | +186.5% | +1.1% | +185.4% | +181.1% |
| YTD | +163.4% | -0.5% | +164.0% | +159.0% |
| 1Y | +249.5% | -7.3% | +256.7% | +257.6% |
| 3Y | +289.4% | +42.3% | +247.1% | +198.6% |
| 5Y | +270.2% | +13.5% | +256.8% | +221.9% |
| 10Y | +1,748.8% | +144.0% | +1,604.8% | +961.8% |
| All | +1,741.4% | +260.9% | +1,480.6% | +800.2% |
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