+154.5%
MRVL vs MULL
+2,620.5%
-2,466.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.1% | +2.7% |
| 7D | +13.8% | +14.8% | -1.0% | +9.4% |
| 30D | +12.7% | +36.6% | -23.9% | +2.5% |
| 3M | -11.9% | -8.9% | -3.0% | -15.3% |
| 6M | +153.8% | +311.9% | -158.1% | +53.2% |
| YTD | +177.0% | +579.8% | -402.9% | +34.0% |
| 1Y | +252.3% | +2,421.5% | -2,169.2% | 0.0% |
| All | +154.5% | +2,620.5% | -2,466.0% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling