+69.8%
MRVL vs MULL
+1,230.7%
-1,160.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.2% | +0.5% | -3.1% |
| 7D | +11.0% | +24.5% | -13.5% | +3.5% |
| 30D | -36.1% | -35.5% | -0.6% | -28.0% |
| 3M | -29.4% | -44.8% | +15.4% | -17.8% |
| 6M | -11.9% | -45.5% | +33.6% | -4.8% |
| YTD | +84.8% | +232.5% | -147.8% | +8.3% |
| 1Y | +79.4% | +343.3% | -263.8% | -7.5% |
| All | +69.8% | +1,230.7% | -1,160.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling