+1,933.2%
MRVL vs KEYS
+1,067.2%
+866.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.1% |
| 7D | +8.7% | +0.9% | +7.7% | +7.9% |
| 30D | +6.9% | -5.3% | +12.2% | +11.1% |
| 3M | -10.1% | +0.5% | -10.6% | -8.6% |
| 6M | +143.4% | +14.0% | +129.4% | +129.3% |
| YTD | +167.5% | +60.3% | +107.2% | +85.8% |
| 1Y | +239.0% | +91.3% | +147.6% | +103.5% |
| 3Y | +311.0% | +146.1% | +164.8% | +109.1% |
| 5Y | +278.0% | +80.8% | +197.2% | +146.3% |
| 10Y | +1,883.8% | +1,002.8% | +881.0% | +427.0% |
| All | +1,933.2% | +1,067.2% | +866.0% | +405.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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