+278.0%
MRVL vs MKC
-33.9%
+311.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.5% |
| 7D | +8.7% | -2.8% | +11.5% | +8.5% |
| 30D | +6.9% | -3.4% | +10.3% | +6.6% |
| 3M | -10.1% | +3.8% | -13.9% | -9.9% |
| 6M | +143.4% | -17.9% | +161.4% | +148.0% |
| YTD | +167.5% | -23.6% | +191.1% | +173.8% |
| 1Y | +239.0% | -23.1% | +262.0% | +246.4% |
| 3Y | +311.0% | -31.5% | +342.5% | +327.4% |
| 5Y | +278.0% | -33.1% | +311.1% | +308.4% |
| All | +278.0% | -33.9% | +311.9% | +308.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling