+1,224.2%
MRVL vs M
-3.0%
+1,227.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -10.2% | +5.0% | -15.2% | -11.2% |
| 30D | -43.9% | +10.6% | -54.5% | -45.4% |
| 3M | -26.0% | +1.6% | -27.5% | -26.7% |
| 6M | -9.2% | +30.8% | -40.1% | -15.3% |
| YTD | +82.0% | +16.9% | +65.1% | +73.3% |
| 1Y | +65.9% | +26.3% | +39.6% | +54.9% |
| 3Y | +185.0% | +158.6% | +26.4% | +119.0% |
| 5Y | +121.5% | +2.1% | +119.4% | +98.1% |
| 10Y | +1,224.2% | -4.3% | +1,228.5% | +1,034.8% |
| All | +1,224.2% | -3.0% | +1,227.2% | +1,034.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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