+101.2%
MRVL vs AS
+133.7%
-32.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.3% | -14.1% | -15.7% |
| 7D | -38.8% | +7.1% | -45.9% | -40.2% |
| 30D | -53.5% | +12.8% | -66.3% | -55.4% |
| 3M | -36.7% | -14.7% | -22.0% | -33.9% |
| 6M | -20.8% | -9.9% | -10.9% | -19.3% |
| YTD | +57.4% | -16.1% | +73.6% | +63.0% |
| 1Y | +44.0% | +0.2% | +43.8% | +40.0% |
| All | +101.2% | +133.7% | -32.6% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling