+79.4%
MRVL vs MKC
-25.8%
+105.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -3.8% |
| 7D | +11.0% | -3.0% | +14.0% | +8.8% |
| 30D | -36.1% | +4.8% | -40.9% | -33.3% |
| 3M | -29.4% | -12.8% | -16.6% | -33.5% |
| 6M | -11.9% | +5.0% | -16.9% | -7.8% |
| YTD | +84.8% | -29.1% | +113.8% | +73.5% |
| 1Y | +79.4% | -26.4% | +105.8% | +76.3% |
| All | +79.4% | -25.8% | +105.2% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling