+1,064.4%
MRVL vs MMM
+960.0%
+104.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.7% |
| 7D | -28.1% | +6.2% | -34.3% | -31.6% |
| 30D | -50.4% | +14.2% | -64.6% | -55.4% |
| 3M | -32.9% | +2.9% | -35.8% | -35.2% |
| 6M | -17.9% | +27.6% | -45.5% | -32.3% |
| YTD | +66.4% | +17.3% | +49.2% | +43.8% |
| 1Y | +51.5% | +15.1% | +36.5% | +32.7% |
| 3Y | +177.9% | +157.1% | +20.8% | +30.2% |
| 5Y | +100.0% | +45.1% | +54.9% | +42.1% |
| 10Y | +1,108.1% | +83.9% | +1,024.3% | +568.7% |
| All | +1,064.4% | +960.0% | +104.4% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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