+195.7%
MRVL vs MA
+70.7%
+125.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.6% |
| 7D | +11.0% | +1.3% | +9.7% | +11.1% |
| 30D | -36.1% | +9.6% | -45.7% | -36.0% |
| 3M | -29.4% | +16.8% | -46.2% | -29.8% |
| 6M | -11.9% | +35.2% | -47.1% | -15.9% |
| YTD | +84.8% | +16.6% | +68.2% | +90.6% |
| 1Y | +79.4% | +19.8% | +59.6% | +81.3% |
| 3Y | +195.7% | +70.7% | +125.1% | +109.8% |
| All | +195.7% | +70.7% | +125.1% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling