+79.4%
MRVL vs M
+24.3%
+55.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -5.0% |
| 7D | +11.0% | +7.0% | +4.0% | +9.3% |
| 30D | -36.1% | +8.9% | -45.0% | -37.3% |
| 3M | -29.4% | +4.5% | -33.9% | -30.3% |
| 6M | -11.9% | +36.2% | -48.1% | -19.6% |
| YTD | +84.8% | +15.1% | +69.7% | +72.3% |
| 1Y | +79.4% | +27.4% | +52.0% | +62.6% |
| All | +79.4% | +24.3% | +55.1% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling