+298.8%
MRVL vs ALM
+2,118.4%
-1,819.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.6% | +7.2% |
| 7D | +3.2% | -2.6% | +5.8% | +3.5% |
| 30D | +5.9% | +32.0% | -26.1% | +2.3% |
| 3M | -29.3% | -15.0% | -14.3% | -28.7% |
| 6M | +186.5% | -10.1% | +196.6% | +185.5% |
| YTD | +163.4% | +99.4% | +64.0% | +151.9% |
| 1Y | +249.5% | +316.4% | -66.9% | +221.2% |
| All | +298.8% | +2,118.4% | -1,819.6% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling