+271.9%
MRVL vs BURL
-11.0%
+282.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +6.0% |
| 7D | +3.2% | -2.8% | +6.0% | +4.4% |
| 30D | +5.9% | -28.2% | +34.1% | +20.6% |
| 3M | -29.3% | -17.6% | -11.7% | -24.4% |
| 6M | +186.5% | -11.8% | +198.3% | +195.2% |
| YTD | +163.4% | -8.1% | +171.6% | +166.5% |
| 1Y | +249.5% | -12.0% | +261.4% | +255.8% |
| 3Y | +289.4% | +63.3% | +226.1% | +201.8% |
| All | +271.9% | -11.0% | +282.8% | +234.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling