+118.8%
MRVL vs BURL
-10.8%
+129.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.1% | -3.2% |
| 7D | +11.0% | -1.6% | +12.6% | +11.9% |
| 30D | -36.1% | -7.7% | -28.3% | -34.3% |
| 3M | -29.4% | -31.7% | +2.2% | -18.4% |
| 6M | -11.9% | -15.2% | +3.3% | -8.1% |
| YTD | +84.8% | -15.9% | +100.7% | +92.2% |
| 1Y | +79.4% | -14.2% | +93.6% | +83.3% |
| 3Y | +195.7% | +93.5% | +102.2% | +109.7% |
| All | +118.8% | -10.8% | +129.6% | +107.4% |
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