-9.5%
MRVL vs BAC
-0.3%
-9.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.3% | +7.2% | +8.4% |
| 7D | -9.8% | +2.0% | -11.8% | -9.6% |
| 30D | -43.8% | -6.9% | -36.9% | -42.4% |
| 3M | -29.3% | -19.6% | -9.7% | -27.5% |
| All | -9.5% | -0.3% | -9.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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