+1,224.2%
MRVL vs MA
+554.9%
+669.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -10.2% | +1.8% | -12.0% | -11.2% |
| 30D | -43.9% | +11.8% | -55.7% | -48.3% |
| 3M | -26.0% | +17.2% | -43.1% | -34.4% |
| 6M | -9.2% | +33.4% | -42.6% | -28.5% |
| YTD | +82.0% | +16.1% | +65.8% | +56.0% |
| 1Y | +65.9% | +19.9% | +46.0% | +38.5% |
| 3Y | +185.0% | +70.1% | +115.0% | +80.5% |
| 5Y | +121.5% | +89.6% | +31.8% | +32.7% |
| 10Y | +1,224.2% | +568.4% | +655.7% | +244.1% |
| All | +1,224.2% | +554.9% | +669.3% | +244.1% |
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