+632.7%
MRVL vs MA
+17,922.8%
-17,290.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.0% | +9.2% |
| 7D | -9.8% | -0.3% | -9.5% | -9.6% |
| 30D | -43.8% | +11.3% | -55.2% | -47.3% |
| 3M | -29.3% | +16.7% | -46.0% | -35.7% |
| 6M | -9.1% | +32.8% | -41.9% | -24.5% |
| YTD | +82.2% | +15.6% | +66.6% | +61.3% |
| 1Y | +70.3% | +19.6% | +50.7% | +47.9% |
| 3Y | +197.0% | +72.1% | +124.9% | +111.0% |
| 5Y | +115.8% | +96.0% | +19.7% | +47.1% |
| 10Y | +1,204.0% | +554.8% | +649.3% | +397.0% |
| All | +632.7% | +17,922.8% | -17,290.1% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling