+65.9%
MRVL vs MOD
-35.8%
+101.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.6% |
| 7D | -10.2% | -17.8% | +7.6% | -0.4% |
| 30D | -43.9% | -43.2% | -0.7% | -22.6% |
| 3M | -26.0% | -46.0% | +20.1% | +4.3% |
| 6M | -9.2% | -62.2% | +53.0% | +57.0% |
| YTD | +82.0% | -22.8% | +104.8% | +154.4% |
| 1Y | +65.9% | -35.5% | +101.4% | +146.3% |
| All | +65.9% | -35.8% | +101.7% | +146.3% |
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