+143.4%
MRVL vs AUR
+37.3%
+106.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.1% |
| 7D | +8.7% | +0.2% | +8.5% | +8.6% |
| 30D | +6.9% | -8.9% | +15.8% | +12.0% |
| 3M | -10.1% | +4.6% | -14.8% | -11.5% |
| 6M | +143.4% | +44.9% | +98.6% | +110.1% |
| All | +143.4% | +37.3% | +106.1% | +110.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling