+177.9%
MRVL vs BURL
+86.7%
+91.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.3% |
| 7D | -28.1% | +4.1% | -32.2% | -29.2% |
| 30D | -50.4% | -9.5% | -40.9% | -48.8% |
| 3M | -32.9% | -33.5% | +0.6% | -22.7% |
| 6M | -17.9% | -22.1% | +4.2% | -12.1% |
| YTD | +66.4% | -14.6% | +81.0% | +70.5% |
| 1Y | +51.5% | -8.4% | +59.9% | +48.9% |
| 3Y | +177.9% | +86.6% | +91.3% | +150.5% |
| All | +177.9% | +86.7% | +91.1% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling