+195.7%
MRVL vs MO
+145.0%
+50.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -3.9% |
| 7D | +11.0% | +3.3% | +7.7% | +13.9% |
| 30D | -36.1% | +7.5% | -43.6% | -31.5% |
| 3M | -29.4% | +22.8% | -52.2% | -16.2% |
| 6M | -11.9% | +13.4% | -25.2% | +1.0% |
| YTD | +84.8% | +43.0% | +41.8% | +142.2% |
| 1Y | +79.4% | +45.2% | +34.2% | +137.8% |
| 3Y | +195.7% | +145.5% | +50.2% | +367.7% |
| All | +195.7% | +145.0% | +50.8% | +367.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling