+82.7%
MRVL vs ALM
+44.8%
+37.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.2% | -7.4% |
| 7D | -36.5% | -6.4% | -30.1% | -35.1% |
| 30D | -41.1% | -35.0% | -6.1% | -32.8% |
| 3M | -26.9% | -33.8% | +6.9% | -18.0% |
| 6M | -2.3% | -55.0% | +52.7% | +20.2% |
| YTD | +88.4% | -0.2% | +88.6% | +109.3% |
| 1Y | +82.7% | +41.8% | +41.0% | +89.5% |
| All | +82.7% | +44.8% | +37.9% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling