+179.5%
MRVL vs ARM
+232.1%
-52.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.7% | +2.8% | +6.3% |
| 7D | -9.8% | -5.3% | -4.5% | -6.8% |
| 30D | -43.8% | -30.0% | -13.8% | -33.0% |
| 3M | -29.3% | -34.1% | +4.8% | -14.1% |
| 6M | -9.1% | -12.6% | +3.6% | -0.6% |
| YTD | +82.2% | +70.4% | +11.8% | +50.2% |
| 1Y | +70.3% | +22.3% | +48.1% | +59.8% |
| 3Y | +197.0% | +261.2% | -64.2% | +100.8% |
| All | +179.5% | +232.1% | -52.6% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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