+1,224.2%
MRVL vs KEY
+109.2%
+1,115.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -10.2% | +0.5% | -10.7% | -10.2% |
| 30D | -43.9% | +6.9% | -50.8% | -45.5% |
| 3M | -26.0% | -5.0% | -21.0% | -24.6% |
| 6M | -9.2% | +0.7% | -9.9% | -10.0% |
| YTD | +82.0% | +6.5% | +75.5% | +76.2% |
| 1Y | +65.9% | +22.6% | +43.3% | +51.1% |
| 3Y | +185.0% | +125.3% | +59.7% | +103.2% |
| 5Y | +121.5% | +13.9% | +107.6% | +98.4% |
| 10Y | +1,224.2% | +105.3% | +1,118.8% | +807.4% |
| All | +1,224.2% | +109.2% | +1,115.0% | +807.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling