+96.9%
MRVL vs MOD
+748.9%
-652.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | 0.0% | +2.8% |
| 7D | -28.1% | -25.5% | -2.6% | -17.0% |
| 30D | -50.4% | -49.0% | -1.4% | -30.5% |
| 3M | -32.9% | -49.8% | +16.9% | -5.7% |
| 6M | -17.9% | -64.8% | +46.8% | +39.0% |
| YTD | +66.4% | -27.6% | +94.1% | +95.9% |
| 1Y | +51.5% | -35.2% | +86.7% | +85.3% |
| 3Y | +177.9% | +137.1% | +40.7% | +75.5% |
| All | +96.9% | +748.9% | -652.0% | -33.8% |
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