+271.9%
MRVL vs MOD
+1,486.5%
-1,214.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.3% | +2.7% | +5.0% |
| 7D | +3.2% | +9.6% | -6.4% | -1.2% |
| 30D | +5.9% | 0.0% | +5.9% | +5.9% |
| 3M | -29.3% | -35.4% | +6.0% | -12.2% |
| 6M | +186.5% | -7.3% | +193.8% | +201.4% |
| YTD | +163.4% | +45.8% | +117.6% | +120.6% |
| 1Y | +249.5% | +43.1% | +206.4% | +188.7% |
| 3Y | +289.4% | +297.7% | -8.3% | +93.1% |
| All | +271.9% | +1,486.5% | -1,214.6% | -8.1% |
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 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