+1,292.0%
MRVL vs MTB
+880.6%
+411.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.2% | +9.5% | +9.4% |
| 7D | +5.6% | -2.0% | +7.6% | +6.7% |
| 30D | -36.5% | +0.1% | -36.6% | -36.6% |
| 3M | -20.5% | -12.1% | -8.4% | -16.4% |
| 6M | -1.1% | +7.3% | -8.4% | -5.1% |
| YTD | +99.0% | +11.5% | +87.4% | +87.5% |
| 1Y | +89.3% | +21.3% | +68.0% | +72.0% |
| 3Y | +211.6% | +104.1% | +107.5% | +127.0% |
| 5Y | +134.1% | +61.8% | +72.2% | +85.3% |
| 10Y | +1,293.1% | +115.4% | +1,177.7% | +774.5% |
| All | +1,292.0% | +880.6% | +411.4% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 all: compounded portfolio wealth divided by compounded MTB 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…
all analysis · Full analysis span regression · 6 months rolling