+321.2%
MRVL vs MAR
+64.8%
+256.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +3.7% |
| 7D | +13.8% | -0.5% | +14.3% | +14.2% |
| 30D | +12.7% | -4.7% | +17.3% | +16.6% |
| 3M | -11.9% | -15.6% | +3.7% | -1.3% |
| 6M | +153.8% | +1.2% | +152.6% | +143.1% |
| YTD | +177.0% | +7.5% | +169.5% | +146.2% |
| 1Y | +252.3% | +26.6% | +225.7% | +161.9% |
| All | +321.2% | +64.8% | +256.4% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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