+118.8%
MRVL vs ALLY
-10.0%
+128.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.1% |
| 7D | +11.0% | +0.4% | +10.7% | +10.9% |
| 30D | -36.1% | +5.2% | -41.3% | -38.3% |
| 3M | -29.4% | -13.3% | -16.1% | -24.0% |
| 6M | -11.9% | -6.7% | -5.2% | -9.5% |
| YTD | +84.8% | -12.8% | +97.6% | +95.5% |
| 1Y | +79.4% | +0.7% | +78.7% | +73.7% |
| 3Y | +195.7% | +65.2% | +130.5% | +99.4% |
| All | +118.8% | -10.0% | +128.8% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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