+446.1%
MRVL vs JAAA
+29.3%
+416.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +7.0% | +6.8% |
| 7D | +3.2% | +0.2% | +3.0% | +2.6% |
| 30D | +5.9% | +0.5% | +5.4% | +4.0% |
| 3M | -29.3% | +1.3% | -30.6% | -32.4% |
| 6M | +186.5% | +2.7% | +183.8% | +161.9% |
| YTD | +163.4% | +3.2% | +160.3% | +136.6% |
| 1Y | +249.5% | +4.9% | +244.6% | +196.8% |
| 3Y | +289.4% | +19.0% | +270.4% | +173.4% |
| 5Y | +270.2% | +26.8% | +243.4% | +136.2% |
| All | +446.1% | +29.3% | +416.8% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling