+197.0%
MRVL vs MOD
+148.6%
+48.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +9.9% | -0.4% | +4.1% |
| 7D | -9.8% | -13.9% | +4.1% | -3.0% |
| 30D | -43.8% | -41.5% | -2.3% | -25.3% |
| 3M | -29.3% | -45.7% | +16.4% | -2.8% |
| 6M | -9.1% | -61.1% | +52.0% | +50.6% |
| YTD | +82.2% | -20.5% | +102.7% | +108.0% |
| 1Y | +70.3% | -32.1% | +102.5% | +107.6% |
| 3Y | +197.0% | +146.5% | +50.5% | +81.1% |
| All | +197.0% | +148.6% | +48.4% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling