+323.1%
MRVL vs AUR
+84.2%
+238.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.6% |
| 7D | +5.6% | +1.4% | +4.2% | +5.3% |
| 30D | +8.8% | -6.4% | +15.2% | +10.2% |
| 3M | -15.9% | +7.7% | -23.6% | -17.1% |
| 6M | +161.3% | +44.5% | +116.8% | +141.4% |
| YTD | +178.2% | +67.4% | +110.8% | +148.1% |
| 1Y | +255.3% | +15.4% | +239.9% | +238.9% |
| 3Y | +323.1% | +94.8% | +228.3% | +212.0% |
| All | +323.1% | +84.2% | +238.9% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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