+236.7%
MRVL vs AS
+120.4%
+116.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.6% | +3.5% | +5.9% |
| 7D | +3.2% | -4.9% | +8.1% | +4.9% |
| 30D | +5.9% | -19.6% | +25.5% | +13.3% |
| 3M | -29.3% | -14.4% | -15.0% | -26.3% |
| 6M | +186.5% | -20.1% | +206.6% | +203.9% |
| YTD | +163.4% | -20.9% | +184.4% | +179.4% |
| 1Y | +249.5% | -21.9% | +271.4% | +270.5% |
| All | +236.7% | +120.4% | +116.3% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling