+1,173.1%
MRVL vs AME
+9,253.7%
-8,080.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -10.2% | -4.1% | -6.1% | -6.4% |
| 30D | -43.9% | -4.1% | -39.8% | -41.4% |
| 3M | -26.0% | -5.6% | -20.3% | -21.6% |
| 6M | -9.2% | +2.8% | -12.1% | -8.3% |
| YTD | +82.0% | +16.6% | +65.4% | +67.6% |
| 1Y | +65.9% | +21.1% | +44.8% | +48.8% |
| 3Y | +185.0% | +61.1% | +124.0% | +108.6% |
| 5Y | +121.5% | +76.6% | +44.9% | +57.3% |
| 10Y | +1,224.2% | +431.3% | +792.8% | +325.9% |
| All | +1,173.1% | +9,253.7% | -8,080.6% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling