+1,925.8%
MRVL vs BG
+166.7%
+1,759.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.6% |
| 7D | +5.6% | +3.1% | +2.5% | +4.5% |
| 30D | +8.8% | +10.2% | -1.5% | +5.2% |
| 3M | -15.9% | -1.7% | -14.2% | -16.0% |
| 6M | +161.3% | +1.0% | +160.3% | +157.8% |
| YTD | +178.2% | +39.9% | +138.3% | +146.1% |
| 1Y | +255.3% | +53.2% | +202.1% | +202.4% |
| 3Y | +323.1% | +16.3% | +306.8% | +287.3% |
| 5Y | +293.2% | +83.9% | +209.3% | +198.4% |
| All | +1,925.8% | +166.7% | +1,759.1% | +1,126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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