+1,173.1%
MRVL vs O
+2,028.9%
-855.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -10.2% | +3.5% | -13.8% | -11.6% |
| 30D | -43.9% | +10.4% | -54.3% | -46.4% |
| 3M | -26.0% | -2.4% | -23.5% | -25.7% |
| 6M | -9.2% | -1.2% | -8.0% | -10.6% |
| YTD | +82.0% | +10.4% | +71.6% | +71.0% |
| 1Y | +65.9% | +11.4% | +54.4% | +55.1% |
| 3Y | +185.0% | +40.4% | +144.6% | +135.7% |
| 5Y | +121.5% | +12.1% | +109.3% | +102.6% |
| 10Y | +1,224.2% | +82.7% | +1,141.4% | +821.4% |
| All | +1,173.1% | +2,028.9% | -855.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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