+1,192.7%
MRVL vs JPM
+1,445.2%
-252.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.2% |
| 7D | +11.0% | +3.5% | +7.5% | +9.2% |
| 30D | -36.1% | +3.3% | -39.3% | -37.1% |
| 3M | -29.4% | -4.2% | -25.2% | -28.2% |
| 6M | -11.9% | +16.4% | -28.3% | -18.8% |
| YTD | +84.8% | +9.5% | +75.3% | +75.3% |
| 1Y | +79.4% | +14.0% | +65.4% | +66.9% |
| 3Y | +195.7% | +153.1% | +42.7% | +87.9% |
| 5Y | +117.2% | +134.9% | -17.7% | +43.9% |
| 10Y | +1,193.7% | +485.7% | +708.0% | +429.6% |
| All | +1,192.7% | +1,445.2% | -252.5% | +108.8% |
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