+1,224.2%
MRVL vs BURL
+247.8%
+976.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | -10.2% | +5.9% | -16.1% | -12.1% |
| 30D | -43.9% | -8.3% | -35.6% | -42.4% |
| 3M | -26.0% | -31.6% | +5.7% | -16.1% |
| 6M | -9.2% | -16.6% | +7.4% | -5.1% |
| YTD | +82.0% | -12.1% | +94.1% | +85.8% |
| 1Y | +65.9% | -10.0% | +75.9% | +66.6% |
| 3Y | +185.0% | +94.3% | +90.8% | +114.5% |
| 5Y | +121.5% | -13.2% | +134.7% | +106.6% |
| 10Y | +1,224.2% | +252.5% | +971.7% | +781.8% |
| All | +1,224.2% | +247.8% | +976.3% | +781.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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