+1,937.1%
MRVL vs PBR
+1,864.5%
+72.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | +7.1% | +2.5% | +4.7% | +6.3% |
| 30D | +3.1% | +19.4% | -16.3% | -2.1% |
| 3M | -21.9% | +20.8% | -42.7% | -26.4% |
| 6M | +151.8% | +23.5% | +128.4% | +134.0% |
| YTD | +165.6% | +83.4% | +82.2% | +120.9% |
| 1Y | +242.3% | +77.6% | +164.7% | +186.1% |
| 3Y | +308.2% | +99.9% | +208.3% | +225.7% |
| 5Y | +280.4% | +567.7% | -287.3% | +105.2% |
| 10Y | +1,832.5% | +621.5% | +1,211.0% | +751.6% |
| All | +1,937.1% | +1,864.5% | +72.6% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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