+1,173.1%
MRVL vs OMC
+53.0%
+1,120.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.1% |
| 7D | +11.0% | +1.9% | +9.2% | +10.4% |
| 30D | -36.1% | +12.2% | -48.3% | -39.1% |
| 3M | -29.4% | +0.6% | -30.0% | -30.4% |
| 6M | -11.9% | +21.0% | -32.9% | -20.7% |
| YTD | +84.8% | +12.4% | +72.4% | +69.2% |
| 1Y | +79.4% | +25.4% | +54.0% | +55.3% |
| 3Y | +195.7% | +29.2% | +166.6% | +149.1% |
| 5Y | +117.2% | +52.6% | +64.6% | +74.1% |
| All | +1,173.1% | +53.0% | +1,120.2% | +927.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling