+1,235.6%
MRVL vs MLM
+140.0%
+1,095.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.9% |
| 7D | +23.1% | -2.0% | +25.1% | +24.4% |
| 30D | -38.8% | +9.5% | -48.3% | -42.0% |
| 3M | -24.2% | -4.7% | -19.5% | -23.0% |
| 6M | 0.0% | -10.7% | +10.7% | +3.6% |
| YTD | +93.8% | -16.6% | +110.4% | +107.3% |
| 1Y | +84.4% | -15.4% | +99.8% | +95.8% |
| 3Y | +203.6% | +15.9% | +187.7% | +171.2% |
| 5Y | +127.8% | +27.1% | +100.7% | +93.3% |
| All | +1,235.6% | +140.0% | +1,095.6% | +722.1% |
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