+121.5%
MRVL vs COMP
-18.6%
+140.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +1.5% |
| 7D | -10.2% | +7.2% | -17.4% | -11.5% |
| 30D | -43.9% | +6.4% | -50.3% | -44.9% |
| 3M | -26.0% | -19.4% | -6.5% | -23.0% |
| 6M | -9.2% | +14.6% | -23.8% | -13.5% |
| YTD | +82.0% | -5.5% | +87.5% | +76.9% |
| 1Y | +65.9% | +13.7% | +52.2% | +54.2% |
| 3Y | +185.0% | +409.7% | -224.7% | +71.1% |
| 5Y | +121.5% | -17.0% | +138.5% | +89.0% |
| All | +121.5% | -18.6% | +140.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling