+1,743.1%
MRVL vs JPM
+1,492.8%
+250.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +8.0% | +7.5% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +5.9% | -0.2% | +6.1% | +5.7% |
| 3M | -29.3% | +15.9% | -45.2% | -34.8% |
| 6M | +186.5% | +20.9% | +165.5% | +159.5% |
| YTD | +163.4% | +12.9% | +150.6% | +146.5% |
| 1Y | +249.5% | +20.3% | +229.2% | +217.0% |
| 3Y | +289.4% | +160.9% | +128.4% | +143.8% |
| 5Y | +270.2% | +154.8% | +115.4% | +135.9% |
| 10Y | +1,748.8% | +591.1% | +1,157.7% | +599.6% |
| All | +1,743.1% | +1,492.8% | +250.2% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling