+1,192.7%
MRVL vs MAR
+3,206.8%
-2,014.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.5% |
| 7D | +11.0% | +1.6% | +9.4% | +10.0% |
| 30D | -36.1% | +13.8% | -49.9% | -41.0% |
| 3M | -29.4% | +20.3% | -49.7% | -37.0% |
| 6M | -11.9% | +21.3% | -33.2% | -22.9% |
| YTD | +84.8% | +37.2% | +47.6% | +49.5% |
| 1Y | +79.4% | +48.4% | +31.0% | +38.2% |
| 3Y | +195.7% | +120.1% | +75.6% | +84.0% |
| 5Y | +117.2% | +182.1% | -64.9% | +19.4% |
| 10Y | +1,193.7% | +530.2% | +663.5% | +286.3% |
| All | +1,192.7% | +3,206.8% | -2,014.1% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling