+1,173.1%
MRVL vs MKC
+25.8%
+1,147.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -4.8% |
| 7D | +11.0% | -3.0% | +14.0% | +11.4% |
| 30D | -36.1% | +4.8% | -40.9% | -36.7% |
| 3M | -29.4% | -12.8% | -16.6% | -28.4% |
| 6M | -11.9% | +5.0% | -16.9% | -14.2% |
| YTD | +84.8% | -29.1% | +113.8% | +95.2% |
| 1Y | +79.4% | -26.4% | +105.8% | +87.4% |
| 3Y | +195.7% | -21.6% | +217.4% | +193.5% |
| 5Y | +117.2% | -35.2% | +152.4% | +125.7% |
| All | +1,173.1% | +25.8% | +1,147.3% | +991.1% |
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