+1,077.1%
MRVL vs BA
+33.2%
+1,043.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | -28.1% | +1.1% | -29.2% | -28.4% |
| 30D | -50.4% | -7.9% | -42.5% | -49.1% |
| 3M | -32.9% | -25.3% | -7.6% | -25.2% |
| 6M | -17.9% | -24.6% | +6.6% | -9.4% |
| YTD | +66.4% | -20.1% | +86.6% | +80.0% |
| 1Y | +51.5% | -11.8% | +63.3% | +56.9% |
| 3Y | +177.9% | -10.1% | +188.0% | +180.4% |
| 5Y | +100.0% | -22.7% | +122.8% | +107.5% |
| All | +1,077.1% | +33.2% | +1,043.9% | +798.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling