+1,192.7%
MRVL vs LEN
+1,148.3%
+44.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | -5.8% | +16.8% | +13.2% |
| 30D | -36.1% | +13.7% | -49.8% | -39.6% |
| 3M | -29.4% | -3.9% | -25.6% | -29.7% |
| 6M | -11.9% | -0.4% | -11.5% | -13.5% |
| YTD | +84.8% | -16.8% | +101.6% | +91.1% |
| 1Y | +79.4% | -29.5% | +108.9% | +95.6% |
| 3Y | +195.7% | -25.6% | +221.3% | +204.9% |
| 5Y | +117.2% | -13.2% | +130.4% | +113.8% |
| 10Y | +1,193.7% | +138.5% | +1,055.3% | +763.4% |
| All | +1,192.7% | +1,148.3% | +44.4% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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