+127.8%
MRVL vs MAR
+181.2%
-53.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.7% |
| 7D | +23.1% | +1.8% | +21.4% | +21.4% |
| 30D | -38.8% | +14.3% | -53.1% | -45.5% |
| 3M | -24.2% | +20.0% | -44.2% | -35.4% |
| 6M | 0.0% | +21.7% | -21.7% | -18.0% |
| YTD | +93.8% | +37.7% | +56.1% | +39.9% |
| 1Y | +84.4% | +46.8% | +37.6% | +24.7% |
| 3Y | +203.6% | +121.0% | +82.6% | +38.6% |
| 5Y | +127.8% | +183.1% | -55.2% | -13.5% |
| All | +127.8% | +181.2% | -53.4% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling