+96.9%
MRVL vs MA
+93.2%
+3.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.0% |
| 7D | -28.1% | +2.3% | -30.4% | -29.3% |
| 30D | -50.4% | +14.7% | -65.1% | -55.1% |
| 3M | -32.9% | +13.5% | -46.4% | -39.5% |
| 6M | -17.9% | +33.1% | -51.1% | -36.7% |
| YTD | +66.4% | +15.1% | +51.4% | +44.3% |
| 1Y | +51.5% | +18.7% | +32.8% | +26.9% |
| 3Y | +177.9% | +72.1% | +105.8% | +49.5% |
| All | +96.9% | +93.2% | +3.7% | -3.0% |
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