+162.8%
MRVL vs BURL
+89.8%
+73.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.9% | -13.5% | -15.4% |
| 7D | -38.8% | +3.5% | -42.3% | -39.6% |
| 30D | -53.5% | -9.3% | -44.2% | -51.9% |
| 3M | -36.7% | -32.1% | -4.6% | -27.6% |
| 6M | -20.8% | -19.8% | -1.0% | -16.0% |
| YTD | +57.4% | -13.2% | +70.6% | +60.5% |
| 1Y | +44.0% | -7.8% | +51.8% | +41.4% |
| All | +162.8% | +89.8% | +73.0% | +135.7% |
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