+1,192.7%
MRVL vs BTI
+3,777.7%
-2,585.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -5.0% |
| 7D | +11.0% | +1.6% | +9.4% | +10.6% |
| 30D | -36.1% | +9.2% | -45.3% | -37.7% |
| 3M | -29.4% | +9.6% | -39.1% | -31.5% |
| 6M | -11.9% | -2.4% | -9.4% | -12.9% |
| YTD | +84.8% | +14.2% | +70.5% | +74.8% |
| 1Y | +79.4% | +20.3% | +59.1% | +67.4% |
| 3Y | +195.7% | +147.4% | +48.3% | +121.6% |
| 5Y | +117.2% | +155.4% | -38.3% | +60.5% |
| 10Y | +1,193.7% | +127.3% | +1,066.4% | +859.4% |
| All | +1,192.7% | +3,777.7% | -2,585.0% | +1,525.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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