+252.3%
MRVL vs ALM
+312.4%
-60.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +5.3% |
| 7D | +13.8% | +3.6% | +10.2% | +12.5% |
| 30D | +12.7% | +33.8% | -21.1% | +4.2% |
| 3M | -11.9% | +14.8% | -26.7% | -15.9% |
| 6M | +153.8% | -7.0% | +160.8% | +147.0% |
| YTD | +177.0% | +108.1% | +68.9% | +156.3% |
| 1Y | +252.3% | +313.8% | -61.4% | +292.3% |
| All | +252.3% | +312.4% | -60.0% | +292.3% |
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