+1,925.8%
MRVL vs MO
+114.7%
+1,811.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +4.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | +8.8% | +7.1% | +1.6% | +8.0% |
| 3M | -15.9% | -2.0% | -13.9% | -16.3% |
| 6M | +161.3% | +7.3% | +153.9% | +154.9% |
| YTD | +178.2% | +23.5% | +154.8% | +164.1% |
| 1Y | +255.3% | +11.0% | +244.3% | +243.3% |
| 3Y | +323.1% | +95.0% | +228.1% | +242.9% |
| 5Y | +293.2% | +100.6% | +192.6% | +211.2% |
| All | +1,925.8% | +114.7% | +1,811.1% | +1,375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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