+179.1%
MRVL vs ARM
+223.5%
-44.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +1.1% |
| 7D | -10.2% | -10.4% | +0.1% | -4.9% |
| 30D | -43.9% | -31.8% | -12.1% | -32.3% |
| 3M | -26.0% | -32.2% | +6.3% | -11.1% |
| 6M | -9.2% | -14.9% | +5.7% | +0.5% |
| YTD | +82.0% | +66.0% | +16.0% | +51.8% |
| 1Y | +65.9% | +17.2% | +48.7% | +58.5% |
| 3Y | +185.0% | +247.2% | -62.2% | +95.8% |
| All | +179.1% | +223.5% | -44.4% | +103.0% |
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