+1,925.8%
MRVL vs LYV
+564.6%
+1,361.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +5.6% | -1.9% | +7.5% | +6.5% |
| 30D | +8.8% | -8.2% | +17.0% | +12.6% |
| 3M | -15.9% | -1.3% | -14.6% | -16.0% |
| 6M | +161.3% | +2.6% | +158.6% | +154.9% |
| YTD | +178.2% | +19.4% | +158.8% | +152.5% |
| 1Y | +255.3% | -2.2% | +257.6% | +248.3% |
| 3Y | +323.1% | +106.0% | +217.1% | +203.4% |
| 5Y | +293.2% | +97.7% | +195.5% | +188.3% |
| All | +1,925.8% | +564.6% | +1,361.2% | +917.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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