+118.8%
MRVL vs MKC
-35.5%
+154.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -4.5% |
| 7D | +11.0% | -3.0% | +14.0% | +10.6% |
| 30D | -36.1% | +4.8% | -40.9% | -35.7% |
| 3M | -29.4% | -12.8% | -16.6% | -29.8% |
| 6M | -11.9% | +5.0% | -16.9% | -12.0% |
| YTD | +84.8% | -29.1% | +113.8% | +89.0% |
| 1Y | +79.4% | -26.4% | +105.8% | +82.7% |
| 3Y | +195.7% | -21.6% | +217.4% | +189.6% |
| All | +118.8% | -35.5% | +154.4% | +129.5% |
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