+1,293.1%
MRVL vs BURL
+254.9%
+1,038.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.4% | +9.0% |
| 7D | +5.6% | -0.8% | +6.4% | +6.2% |
| 30D | -36.5% | -4.4% | -32.1% | -35.8% |
| 3M | -20.5% | -28.6% | +8.1% | -11.2% |
| 6M | -1.1% | -12.3% | +11.1% | +1.6% |
| YTD | +99.0% | -11.3% | +110.2% | +102.6% |
| 1Y | +89.3% | -10.4% | +99.7% | +90.6% |
| 3Y | +211.6% | +96.1% | +115.6% | +133.8% |
| 5Y | +134.1% | -5.0% | +139.1% | +112.9% |
| 10Y | +1,293.1% | +251.8% | +1,041.3% | +826.0% |
| All | +1,293.1% | +254.9% | +1,038.2% | +826.0% |
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