+1,954.1%
MRVL vs ALM
+3,082.3%
-1,128.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +4.5% |
| 7D | +13.8% | +3.6% | +10.2% | +13.5% |
| 30D | +12.7% | +33.8% | -21.1% | +10.5% |
| 3M | -11.9% | +14.8% | -26.7% | -12.8% |
| 6M | +153.8% | -7.0% | +160.8% | +153.2% |
| YTD | +177.0% | +108.1% | +68.9% | +168.3% |
| 1Y | +252.3% | +313.8% | -61.4% | +232.6% |
| 3Y | +325.5% | +2,227.6% | -1,902.1% | +277.3% |
| 5Y | +290.9% | +956.6% | -665.8% | +250.8% |
| 10Y | +1,954.1% | +3,082.3% | -1,128.2% | +1,617.8% |
| All | +1,954.1% | +3,082.3% | -1,128.2% | +1,617.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling