+1,173.1%
MRVL vs MOD
+1,079.7%
+93.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +27.9% | -32.5% | -14.4% |
| 7D | +11.0% | +40.4% | -29.4% | -3.4% |
| 30D | -36.1% | -14.0% | -22.1% | -33.7% |
| 3M | -29.4% | -33.3% | +3.9% | -20.2% |
| 6M | -11.9% | -51.4% | +39.5% | +12.4% |
| YTD | +84.8% | +1.6% | +83.2% | +83.1% |
| 1Y | +79.4% | +5.4% | +74.0% | +75.2% |
| 3Y | +195.7% | +191.0% | +4.8% | +113.4% |
| 5Y | +117.2% | +1,093.1% | -976.0% | +9.6% |
| All | +1,173.1% | +1,079.7% | +93.5% | +518.0% |
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