+118.8%
MRVL vs AON
+17.1%
+101.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.1% | -4.8% |
| 7D | +11.0% | +1.0% | +10.0% | +10.9% |
| 30D | -36.1% | +23.2% | -59.3% | -38.1% |
| 3M | -29.4% | -5.0% | -24.4% | -28.6% |
| 6M | -11.9% | +9.3% | -21.2% | -16.2% |
| YTD | +84.8% | -3.4% | +88.2% | +83.0% |
| 1Y | +79.4% | -2.9% | +82.3% | +76.7% |
| 3Y | +195.7% | +3.6% | +192.1% | +166.8% |
| All | +118.8% | +17.1% | +101.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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