+1,091.0%
MRVL vs MOD
+906.4%
+184.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +3.7% |
| 7D | -28.1% | -25.5% | -2.6% | -20.3% |
| 30D | -50.4% | -49.0% | -1.4% | -37.0% |
| 3M | -32.9% | -49.8% | +16.9% | -14.4% |
| 6M | -17.9% | -64.8% | +46.8% | +19.7% |
| YTD | +66.4% | -27.6% | +94.1% | +89.5% |
| 1Y | +51.5% | -35.2% | +86.7% | +77.5% |
| 3Y | +177.9% | +137.1% | +40.7% | +122.8% |
| 5Y | +100.0% | +760.3% | -660.3% | +15.8% |
| All | +1,091.0% | +906.4% | +184.7% | +580.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling