+1,743.1%
MRVL vs MAR
+2,529.7%
-786.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | +3.2% | -4.2% | +7.3% | +5.8% |
| 30D | +5.9% | -6.7% | +12.6% | +10.2% |
| 3M | -29.3% | -12.5% | -16.8% | -24.6% |
| 6M | +186.5% | +0.6% | +185.9% | +181.5% |
| YTD | +163.4% | +9.1% | +154.3% | +145.0% |
| 1Y | +249.5% | +26.2% | +223.3% | +196.0% |
| 3Y | +289.4% | +68.2% | +221.2% | +184.8% |
| 5Y | +270.2% | +163.9% | +106.3% | +113.3% |
| 10Y | +1,748.8% | +420.6% | +1,328.3% | +518.6% |
| All | +1,743.1% | +2,529.7% | -786.6% | +91.8% |
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