+476.8%
MRVL vs JAAA
+29.4%
+447.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.8% |
| 7D | +5.6% | +0.1% | +5.5% | +5.3% |
| 30D | +8.8% | +0.5% | +8.2% | +6.8% |
| 3M | -15.9% | +1.3% | -17.1% | -19.4% |
| 6M | +161.3% | +2.8% | +158.5% | +138.0% |
| YTD | +178.2% | +3.3% | +175.0% | +149.2% |
| 1Y | +255.3% | +4.9% | +250.4% | +201.7% |
| 3Y | +323.1% | +19.0% | +304.1% | +196.7% |
| 5Y | +293.2% | +26.9% | +266.3% | +150.3% |
| All | +476.8% | +29.4% | +447.4% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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