+89.2%
MRVL vs LIN
+68.3%
+20.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.7% | -15.8% | -15.9% |
| 7D | -38.8% | +3.6% | -42.4% | -40.8% |
| 30D | -53.5% | +6.4% | -59.8% | -55.9% |
| 3M | -36.7% | +6.5% | -43.2% | -40.4% |
| 6M | -20.8% | +4.9% | -25.7% | -25.8% |
| YTD | +57.4% | +23.4% | +34.0% | +24.6% |
| 1Y | +44.0% | +26.3% | +17.7% | +11.0% |
| 3Y | +162.2% | +38.0% | +124.2% | +81.1% |
| 5Y | +89.2% | +68.0% | +21.2% | +1.6% |
| All | +89.2% | +68.3% | +20.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 5y: compounded portfolio wealth divided by compounded LIN 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…
5y analysis · Full analysis span regression · 6 months rolling