+121.5%
MRVL vs AME
+76.9%
+44.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -10.2% | -4.1% | -6.1% | -4.1% |
| 30D | -43.9% | -4.1% | -39.8% | -39.9% |
| 3M | -26.0% | -5.6% | -20.3% | -19.1% |
| 6M | -9.2% | +2.8% | -12.1% | -8.9% |
| YTD | +82.0% | +16.6% | +65.4% | +56.2% |
| 1Y | +65.9% | +21.1% | +44.8% | +36.3% |
| 3Y | +185.0% | +61.1% | +124.0% | +56.0% |
| 5Y | +121.5% | +76.6% | +44.9% | +3.7% |
| All | +121.5% | +76.9% | +44.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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