+321.2%
MRVL vs MKC
-31.2%
+352.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.0% |
| 7D | +13.8% | -4.3% | +18.1% | +12.6% |
| 30D | +12.7% | -3.1% | +15.8% | +11.9% |
| 3M | -11.9% | +6.8% | -18.7% | -10.0% |
| 6M | +153.8% | -18.3% | +172.2% | +154.8% |
| YTD | +177.0% | -23.1% | +200.0% | +177.3% |
| 1Y | +252.3% | -23.7% | +276.0% | +253.8% |
| All | +321.2% | -31.2% | +352.3% | +362.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling