+276.9%
MRVL vs BAM
+84.8%
+192.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.7% | +11.1% | +10.5% |
| 7D | +5.6% | -2.9% | +8.5% | +8.0% |
| 30D | -36.5% | +14.7% | -51.2% | -43.0% |
| 3M | -20.5% | -4.1% | -16.3% | -19.3% |
| 6M | -1.1% | +9.6% | -10.7% | -10.4% |
| YTD | +99.0% | +3.4% | +95.6% | +86.7% |
| 1Y | +89.3% | +1.0% | +88.2% | +81.0% |
| 3Y | +211.6% | +88.2% | +123.4% | +98.4% |
| All | +276.9% | +84.8% | +192.1% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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