+1,743.1%
MRVL vs AME
+9,217.0%
-7,473.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.5% | +5.9% |
| 7D | +3.2% | +0.6% | +2.6% | +2.8% |
| 30D | +5.9% | -6.7% | +12.6% | +11.6% |
| 3M | -29.3% | +4.1% | -33.4% | -30.5% |
| 6M | +186.5% | +1.6% | +184.9% | +188.4% |
| YTD | +163.4% | +16.1% | +147.3% | +139.9% |
| 1Y | +249.5% | +27.3% | +222.2% | +196.3% |
| 3Y | +289.4% | +50.9% | +238.5% | +194.8% |
| 5Y | +270.2% | +81.4% | +188.9% | +154.3% |
| 10Y | +1,748.8% | +417.0% | +1,331.9% | +496.3% |
| All | +1,743.1% | +9,217.0% | -7,473.9% | -16.7% |
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 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