+321.2%
MRVL vs JPM
+161.8%
+159.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.0% |
| 7D | +13.8% | -0.4% | +14.2% | +14.1% |
| 30D | +12.7% | -1.4% | +14.1% | +13.4% |
| 3M | -11.9% | +13.9% | -25.9% | -21.7% |
| 6M | +153.8% | +23.5% | +130.3% | +111.2% |
| YTD | +177.0% | +11.6% | +165.3% | +149.1% |
| 1Y | +252.3% | +21.4% | +231.0% | +194.2% |
| All | +321.2% | +161.8% | +159.4% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling