+82.7%
MRVL vs JPM
+17.0%
+65.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.2% | -11.3% | -8.7% |
| 7D | -36.5% | +3.8% | -40.3% | -37.5% |
| 30D | -41.1% | +6.5% | -47.5% | -42.9% |
| 3M | -26.9% | -1.0% | -25.9% | -26.5% |
| 6M | -2.3% | +15.5% | -17.9% | -12.2% |
| YTD | +88.4% | +11.4% | +77.0% | +71.0% |
| 1Y | +82.7% | +16.1% | +66.7% | +58.5% |
| All | +82.7% | +17.0% | +65.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling