+1,077.1%
MRVL vs P
+713.7%
+363.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +3.9% |
| 7D | -28.1% | -23.8% | -4.3% | -16.6% |
| 30D | -50.4% | -36.6% | -13.8% | -36.6% |
| 3M | -32.9% | +10.9% | -43.8% | -37.0% |
| 6M | -17.9% | +30.0% | -47.9% | -29.0% |
| YTD | +66.4% | +44.4% | +22.1% | +34.3% |
| 1Y | +51.5% | +3.9% | +47.6% | +38.0% |
| 3Y | +177.9% | +176.6% | +1.3% | +48.8% |
| 5Y | +100.0% | +249.3% | -149.2% | -3.3% |
| All | +1,077.1% | +713.7% | +363.4% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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