+323.1%
MRVL vs AMCR
+6.5%
+316.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.4% |
| 7D | +5.6% | -6.3% | +11.9% | +7.4% |
| 30D | +8.8% | -7.8% | +16.6% | +11.0% |
| 3M | -15.9% | +7.5% | -23.4% | -18.4% |
| 6M | +161.3% | +2.7% | +158.6% | +154.6% |
| YTD | +178.2% | +6.0% | +172.2% | +167.0% |
| 1Y | +255.3% | +7.8% | +247.5% | +238.9% |
| 3Y | +323.1% | +5.8% | +317.3% | +276.0% |
| All | +323.1% | +6.5% | +316.7% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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