+183.4%
MRVL vs ARM
+239.6%
-56.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.6% | 0.0% | -2.5% |
| 7D | +11.0% | +9.1% | +1.9% | +6.7% |
| 30D | -36.1% | -19.9% | -16.1% | -28.3% |
| 3M | -29.4% | -31.6% | +2.2% | -15.7% |
| 6M | -11.9% | -13.9% | +2.0% | -3.3% |
| YTD | +84.8% | +74.3% | +10.5% | +50.7% |
| 1Y | +79.4% | +35.8% | +43.6% | +61.5% |
| 3Y | +195.7% | +268.6% | -72.9% | +98.0% |
| All | +183.4% | +239.6% | -56.2% | +101.6% |
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