+197.0%
MRVL vs ALM
+907.8%
-710.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +8.1% | +1.4% | +8.1% |
| 7D | -9.8% | +0.7% | -10.6% | -9.7% |
| 30D | -43.8% | -26.1% | -17.8% | -41.0% |
| 3M | -29.3% | -38.1% | +8.8% | -24.0% |
| 6M | -9.1% | -55.4% | +46.3% | +1.2% |
| YTD | +82.2% | -0.4% | +82.6% | +91.2% |
| 1Y | +70.3% | +25.4% | +45.0% | +75.6% |
| 3Y | +197.0% | +907.8% | -710.7% | +172.6% |
| All | +197.0% | +907.8% | -710.7% | +172.6% |
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