+1,743.1%
MRVL vs M
+165.5%
+1,577.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.5% | +6.2% |
| 7D | +3.2% | +4.7% | -1.5% | +1.7% |
| 30D | +5.9% | -9.6% | +15.6% | +9.3% |
| 3M | -29.3% | +0.9% | -30.2% | -29.9% |
| 6M | +186.5% | +22.3% | +164.2% | +167.3% |
| YTD | +163.4% | +6.5% | +156.9% | +155.2% |
| 1Y | +249.5% | +38.8% | +210.7% | +209.4% |
| 3Y | +289.4% | +115.9% | +173.5% | +181.6% |
| 5Y | +270.2% | +28.6% | +241.6% | +199.6% |
| 10Y | +1,748.8% | -2.5% | +1,751.4% | +1,162.2% |
| All | +1,743.1% | +165.5% | +1,577.5% | +434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling