+1,293.1%
MRVL vs MOD
+915.9%
+377.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.5% | +5.8% | +8.1% |
| 7D | +5.6% | +8.2% | -2.6% | +3.2% |
| 30D | -36.5% | -38.2% | +1.7% | -24.5% |
| 3M | -20.5% | -46.2% | +25.7% | -1.0% |
| 6M | -1.1% | -62.5% | +61.4% | +41.0% |
| YTD | +99.0% | -20.1% | +119.1% | +119.0% |
| 1Y | +89.3% | -29.7% | +119.0% | +115.6% |
| 3Y | +211.6% | +136.2% | +75.4% | +147.8% |
| 5Y | +134.1% | +820.4% | -686.3% | +31.7% |
| 10Y | +1,293.1% | +839.8% | +453.3% | +654.2% |
| All | +1,293.1% | +915.9% | +377.2% | +654.2% |
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