+66.1%
MRVL vs MOD
-33.9%
+100.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +9.9% | -0.4% | +3.6% |
| 7D | -9.8% | -13.9% | +4.1% | -2.7% |
| 30D | -43.8% | -41.5% | -2.3% | -23.9% |
| 3M | -29.3% | -45.7% | +16.4% | -0.8% |
| 6M | -9.1% | -61.1% | +52.0% | +54.5% |
| YTD | +82.2% | -20.5% | +102.7% | +150.4% |
| All | +66.1% | -33.9% | +100.0% | +142.5% |
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 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