+1,832.5%
MRVL vs FIVE
+475.1%
+1,357.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +7.1% | +3.7% | +3.5% | +5.8% |
| 30D | +3.1% | +4.0% | -0.9% | +1.3% |
| 3M | -21.9% | +36.2% | -58.2% | -30.5% |
| 6M | +151.8% | +18.0% | +133.8% | +133.2% |
| YTD | +165.6% | +34.9% | +130.8% | +133.5% |
| 1Y | +242.3% | +67.9% | +174.3% | +176.1% |
| 3Y | +308.2% | +57.3% | +250.8% | +207.8% |
| 5Y | +280.4% | +39.5% | +240.8% | +192.2% |
| 10Y | +1,832.5% | +496.4% | +1,336.1% | +983.3% |
| All | +1,832.5% | +475.1% | +1,357.5% | +983.3% |
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