+1,173.1%
MRVL vs M
-7.1%
+1,180.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -5.0% |
| 7D | +11.0% | +7.0% | +4.0% | +9.4% |
| 30D | -36.1% | +8.9% | -45.0% | -37.6% |
| 3M | -29.4% | +4.5% | -33.9% | -30.6% |
| 6M | -11.9% | +36.2% | -48.1% | -18.6% |
| YTD | +84.8% | +15.1% | +69.7% | +76.6% |
| 1Y | +79.4% | +27.4% | +52.0% | +67.2% |
| 3Y | +195.7% | +160.1% | +35.6% | +127.0% |
| 5Y | +117.2% | -1.6% | +118.8% | +95.4% |
| All | +1,173.1% | -7.1% | +1,180.2% | +981.3% |
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