+1,224.2%
MRVL vs AR
+52.4%
+1,171.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.3% | +5.0% | +8.7% |
| 7D | -10.2% | -5.8% | -4.5% | -9.3% |
| 30D | -43.9% | +4.8% | -48.7% | -44.2% |
| 3M | -26.0% | +1.5% | -27.5% | -26.2% |
| 6M | -9.2% | +4.7% | -13.9% | -10.3% |
| YTD | +82.0% | +9.2% | +72.8% | +77.3% |
| 1Y | +65.9% | +11.2% | +54.7% | +61.0% |
| 3Y | +185.0% | +46.2% | +138.8% | +167.3% |
| 5Y | +121.5% | +98.1% | +23.4% | +100.0% |
| 10Y | +1,224.2% | +54.5% | +1,169.6% | +1,201.6% |
| All | +1,224.2% | +52.4% | +1,171.8% | +1,201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling