+1,064.4%
MRVL vs B
+237.5%
+826.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | -28.1% | +9.6% | -37.7% | -29.2% |
| 30D | -50.4% | +3.5% | -53.9% | -50.7% |
| 3M | -32.9% | -1.6% | -31.3% | -32.7% |
| 6M | -17.9% | -1.7% | -16.3% | -17.6% |
| YTD | +66.4% | -5.3% | +71.8% | +67.7% |
| 1Y | +51.5% | +27.2% | +24.3% | +47.1% |
| 3Y | +177.9% | +166.1% | +11.8% | +144.3% |
| 5Y | +100.0% | +136.5% | -36.5% | +76.5% |
| 10Y | +1,108.1% | +172.2% | +935.9% | +929.0% |
| All | +1,064.4% | +237.5% | +826.9% | +1,048.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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