+155.3%
MRVL vs ARM
+211.3%
-56.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.0% | +3.5% |
| 7D | -28.1% | -15.2% | -12.9% | -21.7% |
| 30D | -50.4% | -40.7% | -9.7% | -36.3% |
| 3M | -32.9% | -39.1% | +6.2% | -15.6% |
| 6M | -17.9% | -26.4% | +8.5% | -3.7% |
| YTD | +66.4% | +59.7% | +6.7% | +41.2% |
| 1Y | +51.5% | +10.3% | +41.2% | +48.5% |
| 3Y | +177.9% | +228.9% | -51.0% | +94.6% |
| All | +155.3% | +211.3% | -56.0% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling