+118.8%
MRVL vs MA
+86.6%
+32.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.5% |
| 7D | +11.0% | +1.3% | +9.7% | +10.1% |
| 30D | -36.1% | +9.6% | -45.7% | -40.4% |
| 3M | -29.4% | +16.8% | -46.2% | -37.6% |
| 6M | -11.9% | +35.2% | -47.1% | -32.7% |
| YTD | +84.8% | +16.6% | +68.2% | +58.5% |
| 1Y | +79.4% | +19.8% | +59.6% | +49.2% |
| 3Y | +195.7% | +70.7% | +125.1% | +59.5% |
| All | +118.8% | +86.6% | +32.3% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling