+121.5%
MRVL vs MOD
+796.3%
-674.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.3% |
| 7D | -10.2% | -17.8% | +7.6% | -1.6% |
| 30D | -43.9% | -43.2% | -0.7% | -25.5% |
| 3M | -26.0% | -46.0% | +20.1% | +0.3% |
| 6M | -9.2% | -62.2% | +53.0% | +48.6% |
| YTD | +82.0% | -22.8% | +104.8% | +107.4% |
| 1Y | +65.9% | -35.5% | +101.4% | +103.2% |
| 3Y | +185.0% | +128.2% | +56.8% | +82.2% |
| 5Y | +121.5% | +791.6% | -670.1% | -26.8% |
| All | +121.5% | +796.3% | -674.8% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling