-17.9%
MRVL vs IR
+6.3%
-24.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.3% |
| 7D | -28.1% | +3.7% | -31.8% | -28.6% |
| 30D | -50.4% | +7.4% | -57.8% | -51.0% |
| 3M | -32.9% | -5.9% | -27.0% | -30.0% |
| 6M | -17.9% | +5.6% | -23.5% | -16.9% |
| All | -17.9% | +6.3% | -24.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 6mo: compounded portfolio wealth divided by compounded IR 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…
6mo analysis · Full analysis span regression · 6 months rolling