+1,789.7%
MRVL vs MKTX
+1,443.5%
+346.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +8.7% | -0.2% | +8.8% | +8.7% |
| 30D | +6.9% | +0.8% | +6.1% | +6.7% |
| 3M | -10.1% | +41.1% | -51.3% | -18.6% |
| 6M | +143.4% | -9.5% | +153.0% | +145.6% |
| YTD | +167.5% | -8.7% | +176.2% | +168.9% |
| 1Y | +239.0% | -10.0% | +248.9% | +240.4% |
| 3Y | +311.0% | -24.6% | +335.6% | +311.9% |
| 5Y | +278.0% | -60.3% | +338.3% | +349.3% |
| 10Y | +1,883.8% | +5.0% | +1,878.7% | +1,690.5% |
| All | +1,789.7% | +1,443.5% | +346.3% | +612.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling