+1,743.1%
MRVL vs MTB
+968.1%
+774.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.1% |
| 7D | +3.2% | +1.7% | +1.5% | +2.4% |
| 30D | +5.9% | -4.2% | +10.1% | +7.6% |
| 3M | -29.3% | +8.9% | -38.2% | -32.5% |
| 6M | +186.5% | +10.9% | +175.6% | +172.0% |
| YTD | +163.4% | +21.5% | +142.0% | +140.0% |
| 1Y | +249.5% | +21.9% | +227.6% | +217.2% |
| 3Y | +289.4% | +109.2% | +180.1% | +180.3% |
| 5Y | +270.2% | +102.0% | +168.3% | +166.7% |
| 10Y | +1,748.8% | +171.9% | +1,576.9% | +947.6% |
| All | +1,743.1% | +968.1% | +774.9% | +307.7% |
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