+278.0%
MRVL vs BG
+88.4%
+189.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.7% |
| 7D | +8.7% | +3.7% | +5.0% | +7.6% |
| 30D | +6.9% | +12.3% | -5.4% | +3.4% |
| 3M | -10.1% | -2.2% | -7.9% | -9.9% |
| 6M | +143.4% | +5.3% | +138.1% | +138.1% |
| YTD | +167.5% | +42.4% | +125.1% | +139.4% |
| 1Y | +239.0% | +55.2% | +183.8% | +193.3% |
| 3Y | +311.0% | +21.0% | +290.0% | +280.3% |
| 5Y | +278.0% | +87.1% | +190.8% | +186.6% |
| All | +278.0% | +88.4% | +189.6% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling