+1,064.4%
MRVL vs ARWR
-42.6%
+1,107.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.7% |
| 7D | -28.1% | -2.9% | -25.2% | -28.1% |
| 30D | -50.4% | -5.4% | -45.0% | -50.3% |
| 3M | -32.9% | -32.2% | -0.7% | -32.6% |
| 6M | -17.9% | -26.5% | +8.6% | -17.6% |
| YTD | +66.4% | -12.4% | +78.8% | +66.6% |
| 1Y | +51.5% | +46.9% | +4.7% | +50.7% |
| 3Y | +177.9% | +116.0% | +61.9% | +174.0% |
| 5Y | +100.0% | -28.0% | +128.0% | +98.9% |
| 10Y | +1,108.1% | +923.9% | +184.2% | +1,076.6% |
| All | +1,064.4% | -42.6% | +1,107.0% | +1,274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 all: compounded portfolio wealth divided by compounded ARWR 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…
all analysis · Full analysis span regression · 6 months rolling