+1,304.8%
MRVL vs AR
-33.4%
+1,338.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.6% | +5.9% |
| 7D | -28.1% | -14.3% | -13.8% | -26.2% |
| 30D | -50.4% | +1.4% | -51.8% | -50.4% |
| 3M | -32.9% | +3.4% | -36.3% | -33.4% |
| 6M | -17.9% | -2.1% | -15.9% | -18.1% |
| YTD | +66.4% | +4.7% | +61.7% | +63.1% |
| 1Y | +51.5% | +10.6% | +41.0% | +47.0% |
| 3Y | +177.9% | +24.6% | +153.3% | +165.5% |
| 5Y | +100.0% | +71.9% | +28.1% | +81.6% |
| 10Y | +1,108.1% | +46.4% | +1,061.8% | +993.4% |
| All | +1,304.8% | -33.4% | +1,338.2% | +1,268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling