+1,758.8%
MRVL vs MLM
+199.9%
+1,558.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +5.9% | +6.5% |
| 7D | +3.2% | -2.9% | +6.1% | +4.7% |
| 30D | +5.9% | -6.8% | +12.8% | +9.7% |
| 3M | -29.3% | -11.2% | -18.1% | -26.0% |
| 6M | +186.5% | -21.8% | +208.3% | +220.6% |
| YTD | +163.4% | -17.0% | +180.4% | +184.2% |
| 1Y | +249.5% | -16.4% | +265.9% | +274.3% |
| 3Y | +289.4% | +14.5% | +274.9% | +253.6% |
| 5Y | +270.2% | +41.7% | +228.5% | +206.7% |
| All | +1,758.8% | +199.9% | +1,558.9% | +1,026.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling