+271.9%
MRVL vs ALM
+951.0%
-679.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | -29.3% | -15.0% | -14.3% | -28.6% |
| 6M | +186.5% | -10.1% | +196.6% | +186.2% |
| YTD | +163.4% | +99.4% | +64.0% | +149.7% |
| 1Y | +249.5% | +316.4% | -66.9% | +214.2% |
| 3Y | +289.4% | +2,022.0% | -1,732.6% | +205.4% |
| All | +271.9% | +951.0% | -679.1% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling