+190.4%
MRVL vs COMP
-52.0%
+242.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.7% | -5.0% | +3.4% |
| 7D | -28.1% | +13.4% | -41.6% | -30.1% |
| 30D | -50.4% | +11.1% | -61.5% | -51.7% |
| 3M | -32.9% | -18.8% | -14.1% | -30.4% |
| 6M | -17.9% | +10.5% | -28.4% | -21.1% |
| YTD | +66.4% | -3.4% | +69.8% | +61.2% |
| 1Y | +51.5% | +19.7% | +31.9% | +39.5% |
| 3Y | +177.9% | +381.6% | -203.7% | +71.5% |
| 5Y | +100.0% | -17.6% | +117.6% | +60.1% |
| All | +190.4% | -52.0% | +242.3% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling