+290.9%
MRVL vs MAR
+158.8%
+132.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +3.6% |
| 7D | +13.8% | -0.5% | +14.3% | +14.2% |
| 30D | +12.7% | -4.7% | +17.3% | +17.0% |
| 3M | -11.9% | -15.6% | +3.7% | -0.4% |
| 6M | +153.8% | +1.2% | +152.6% | +144.5% |
| YTD | +177.0% | +7.5% | +169.5% | +148.3% |
| 1Y | +252.3% | +26.6% | +225.7% | +167.5% |
| 3Y | +325.5% | +66.0% | +259.6% | +155.1% |
| 5Y | +290.9% | +154.1% | +136.8% | +84.9% |
| All | +290.9% | +158.8% | +132.1% | +84.9% |
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