+177.9%
MRVL vs M
+100.8%
+77.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +7.0% |
| 7D | -28.1% | -4.3% | -23.8% | -27.3% |
| 30D | -50.4% | +1.3% | -51.7% | -50.8% |
| 3M | -32.9% | -7.4% | -25.5% | -31.9% |
| 6M | -17.9% | +18.3% | -36.3% | -23.0% |
| YTD | +66.4% | +7.6% | +58.9% | +59.6% |
| 1Y | +51.5% | +17.4% | +34.2% | +41.1% |
| 3Y | +177.9% | +108.4% | +69.5% | +117.9% |
| All | +177.9% | +100.8% | +77.1% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling