+1,204.0%
MRVL vs MA
+562.8%
+641.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.0% | +9.2% |
| 7D | -9.8% | -0.3% | -9.5% | -9.6% |
| 30D | -43.8% | +11.3% | -55.2% | -48.1% |
| 3M | -29.3% | +16.7% | -46.0% | -37.2% |
| 6M | -9.1% | +32.8% | -41.9% | -28.2% |
| YTD | +82.2% | +15.6% | +66.6% | +56.7% |
| 1Y | +70.3% | +19.6% | +50.7% | +42.4% |
| 3Y | +197.0% | +72.1% | +124.9% | +86.3% |
| 5Y | +115.8% | +96.0% | +19.7% | +26.5% |
| 10Y | +1,204.0% | +554.8% | +649.3% | +239.4% |
| All | +1,204.0% | +562.8% | +641.3% | +239.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling