+1,870.2%
MRVL vs ARMK
+137.5%
+1,732.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +7.1% | +1.7% | +5.4% | +6.4% |
| 30D | +3.1% | +3.1% | -0.1% | +1.6% |
| 3M | -21.9% | +9.2% | -31.2% | -24.9% |
| 6M | +151.8% | +43.7% | +108.2% | +116.4% |
| YTD | +165.6% | +57.4% | +108.3% | +119.0% |
| 1Y | +242.3% | +51.9% | +190.4% | +185.4% |
| 3Y | +308.2% | +125.4% | +182.8% | +190.4% |
| 5Y | +280.4% | +149.1% | +131.3% | +164.6% |
| All | +1,870.2% | +137.5% | +1,732.7% | +1,275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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