+399.0%
MRVL vs BAM
+78.0%
+321.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +6.6% |
| 7D | +3.2% | -2.0% | +5.2% | +4.7% |
| 30D | +5.9% | -2.9% | +8.9% | +7.7% |
| 3M | -29.3% | +9.4% | -38.7% | -34.7% |
| 6M | +186.5% | +10.8% | +175.7% | +159.3% |
| YTD | +163.4% | -0.4% | +163.9% | +157.2% |
| 1Y | +249.5% | -10.9% | +260.4% | +270.8% |
| 3Y | +289.4% | +61.3% | +228.1% | +174.8% |
| All | +399.0% | +78.0% | +321.1% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling