+89.2%
MRVL vs BURL
-15.9%
+105.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.9% | -13.5% | -15.3% |
| 7D | -38.8% | +3.5% | -42.3% | -39.7% |
| 30D | -53.5% | -9.3% | -44.2% | -51.9% |
| 3M | -36.7% | -32.1% | -4.6% | -26.9% |
| 6M | -20.8% | -19.8% | -1.0% | -15.5% |
| YTD | +57.4% | -13.2% | +70.6% | +61.4% |
| 1Y | +44.0% | -7.8% | +51.8% | +42.4% |
| 3Y | +162.2% | +89.3% | +72.9% | +89.2% |
| 5Y | +89.2% | -15.8% | +105.0% | +71.2% |
| All | +89.2% | -15.9% | +105.0% | +71.2% |
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