+1,925.8%
MRVL vs MKC
+29.9%
+1,895.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | +5.6% | -1.5% | +7.1% | +5.8% |
| 30D | +8.8% | -3.1% | +11.9% | +9.1% |
| 3M | -15.9% | +5.2% | -21.1% | -17.2% |
| 6M | +161.3% | -12.8% | +174.1% | +166.9% |
| YTD | +178.2% | -23.3% | +201.5% | +191.8% |
| 1Y | +255.3% | -24.1% | +279.4% | +272.3% |
| 3Y | +323.1% | -32.1% | +355.2% | +350.0% |
| 5Y | +293.2% | -32.8% | +326.0% | +311.8% |
| All | +1,925.8% | +29.9% | +1,895.9% | +1,628.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling