+162.8%
MRVL vs COMP
+309.8%
-147.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -8.2% | -8.3% | -15.1% |
| 7D | -38.8% | -1.8% | -37.0% | -38.6% |
| 30D | -53.5% | -0.8% | -52.7% | -53.5% |
| 3M | -36.7% | -28.1% | -8.6% | -33.4% |
| 6M | -20.8% | +27.0% | -47.8% | -25.2% |
| YTD | +57.4% | -12.8% | +70.2% | +56.4% |
| 1Y | +44.0% | +4.9% | +39.1% | +38.1% |
| All | +162.8% | +309.8% | -147.0% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling