+1,224.2%
MRVL vs ALM
+2,040.7%
-816.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +0.4% |
| 7D | -10.2% | -6.3% | -3.9% | -9.7% |
| 30D | -43.9% | -31.4% | -12.5% | -42.3% |
| 3M | -26.0% | -40.6% | +14.6% | -23.2% |
| 6M | -9.2% | -58.6% | +49.4% | -4.0% |
| YTD | +82.0% | -7.6% | +89.6% | +86.3% |
| 1Y | +65.9% | +13.8% | +52.0% | +68.4% |
| 3Y | +185.0% | +842.1% | -657.1% | +168.6% |
| 5Y | +121.5% | +407.4% | -285.9% | +110.0% |
| 10Y | +1,224.2% | +2,079.4% | -855.2% | +1,102.9% |
| All | +1,224.2% | +2,040.7% | -816.5% | +1,102.9% |
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