+82.7%
MRVL vs MOD
-33.0%
+115.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -21.4% | +14.4% | +5.1% |
| 7D | -36.5% | -31.3% | -5.2% | -21.7% |
| 30D | -41.1% | -46.1% | +5.0% | -16.8% |
| 3M | -26.9% | -51.1% | +24.3% | +8.2% |
| 6M | -2.3% | -62.1% | +59.7% | +69.7% |
| YTD | +88.4% | -26.2% | +114.5% | +167.9% |
| 1Y | +82.7% | -32.6% | +115.3% | +168.3% |
| All | +82.7% | -33.0% | +115.7% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling