+1,235.6%
MRVL vs FIVE
+505.3%
+730.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.1% |
| 7D | +23.1% | +2.4% | +20.7% | +22.2% |
| 30D | -38.8% | +15.8% | -54.7% | -42.1% |
| 3M | -24.2% | +3.8% | -28.0% | -26.0% |
| 6M | 0.0% | +18.5% | -18.5% | -8.1% |
| YTD | +93.8% | +31.2% | +62.6% | +70.8% |
| 1Y | +84.4% | +61.8% | +22.6% | +50.1% |
| 3Y | +203.6% | +39.9% | +163.7% | +138.1% |
| 5Y | +127.8% | +18.3% | +109.5% | +83.3% |
| All | +1,235.6% | +505.3% | +730.3% | +660.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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