+177.9%
MRVL vs PM
+144.1%
+33.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.1% |
| 7D | -28.1% | -5.2% | -22.9% | -29.6% |
| 30D | -50.4% | +2.7% | -53.1% | -49.6% |
| 3M | -32.9% | +6.1% | -39.0% | -31.0% |
| 6M | -17.9% | +18.0% | -35.9% | -12.9% |
| YTD | +66.4% | +26.6% | +39.9% | +79.5% |
| 1Y | +51.5% | +36.7% | +14.9% | +66.4% |
| 3Y | +177.9% | +146.0% | +31.9% | +231.3% |
| All | +177.9% | +144.1% | +33.8% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 3y: compounded portfolio wealth divided by compounded PM 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…
3y analysis · Full analysis span regression · 6 months rolling