+1,599.3%
MRVL vs ALM
+3,525.2%
-1,925.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.1% | +9.3% |
| 7D | +5.6% | -7.2% | +12.8% | +5.7% |
| 30D | -36.5% | -26.4% | -10.2% | -36.4% |
| 3M | -20.5% | -38.6% | +18.1% | -20.2% |
| 6M | -1.1% | -61.0% | +59.8% | -0.5% |
| YTD | +99.0% | -7.4% | +106.3% | +99.3% |
| 1Y | +89.3% | +14.0% | +75.3% | +89.4% |
| 3Y | +211.6% | +844.4% | -632.8% | +208.8% |
| 5Y | +134.1% | +410.8% | -276.7% | +132.1% |
| 10Y | +1,293.1% | +2,084.7% | -791.6% | +1,271.4% |
| All | +1,599.3% | +3,525.2% | -1,925.9% | +1,540.9% |
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