+2,150.0%
MRVL vs ALM
+7,705.7%
-5,555.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.6% | +7.1% |
| 7D | +3.2% | -2.6% | +5.8% | +3.2% |
| 30D | +5.9% | +32.0% | -26.1% | +5.7% |
| 3M | -29.3% | -15.0% | -14.3% | -29.3% |
| 6M | +186.5% | -10.1% | +196.6% | +186.5% |
| YTD | +163.4% | +99.4% | +64.0% | +162.5% |
| 1Y | +249.5% | +316.4% | -66.9% | +247.1% |
| 3Y | +289.4% | +2,022.0% | -1,732.6% | +283.6% |
| 5Y | +270.2% | +941.2% | -670.9% | +265.3% |
| 10Y | +1,748.8% | +2,950.3% | -1,201.5% | +1,712.1% |
| All | +2,150.0% | +7,705.7% | -5,555.7% | +2,061.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling