+82.7%
MRVL vs MA
+24.3%
+58.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.9% | -11.0% | -2.7% |
| 7D | -36.5% | +10.2% | -46.7% | -28.4% |
| 30D | -41.1% | +19.3% | -60.4% | -28.3% |
| 3M | -26.9% | +18.0% | -44.8% | -11.3% |
| 6M | -2.3% | +33.7% | -36.0% | +37.4% |
| YTD | +88.4% | +18.6% | +69.8% | +167.2% |
| 1Y | +82.7% | +22.5% | +60.3% | +160.0% |
| All | +82.7% | +24.3% | +58.5% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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