+1,512.0%
MRVL vs PM
+809.8%
+702.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.4% | +11.9% | +10.3% |
| 7D | -9.8% | -7.3% | -2.5% | -7.3% |
| 30D | -43.8% | -4.0% | -39.8% | -43.3% |
| 3M | -29.3% | +2.7% | -32.0% | -30.6% |
| 6M | -9.1% | +14.9% | -23.9% | -16.5% |
| YTD | +82.2% | +23.5% | +58.7% | +61.3% |
| 1Y | +70.3% | +30.4% | +40.0% | +46.7% |
| 3Y | +197.0% | +143.2% | +53.8% | +80.3% |
| 5Y | +115.8% | +159.5% | -43.7% | +24.9% |
| 10Y | +1,204.0% | +234.7% | +969.4% | +520.2% |
| All | +1,512.0% | +809.8% | +702.2% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling