+66.1%
MRVL vs MA
+19.5%
+46.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.0% | +10.0% |
| 7D | -9.8% | -0.3% | -9.5% | -10.1% |
| 30D | -43.8% | +11.3% | -55.2% | -36.4% |
| 3M | -29.3% | +16.7% | -46.0% | -15.8% |
| 6M | -9.1% | +32.8% | -41.9% | +23.9% |
| YTD | +82.2% | +15.6% | +66.6% | +150.1% |
| All | +66.1% | +19.5% | +46.6% | +129.2% |
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