+51.7%
MRVL vs AR
+5.2%
+46.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.6% | +5.7% |
| 7D | -28.1% | -14.3% | -13.8% | -29.0% |
| 30D | -50.4% | +1.4% | -51.8% | -49.6% |
| 3M | -32.9% | +3.4% | -36.3% | -31.7% |
| 6M | -17.9% | -2.1% | -15.9% | -16.1% |
| YTD | +66.4% | +4.7% | +61.7% | +61.6% |
| All | +51.7% | +5.2% | +46.5% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling