+1,235.6%
MRVL vs PR
+83.7%
+1,151.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.8% |
| 7D | +23.1% | +6.7% | +16.4% | +22.3% |
| 30D | -38.8% | -6.1% | -32.7% | -38.3% |
| 3M | -24.2% | +6.9% | -31.1% | -24.7% |
| 6M | 0.0% | +14.6% | -14.6% | -1.6% |
| YTD | +93.8% | +66.1% | +27.7% | +82.4% |
| 1Y | +84.4% | +77.0% | +7.4% | +72.3% |
| 3Y | +203.6% | +93.8% | +109.8% | +181.3% |
| 5Y | +127.8% | +268.2% | -140.4% | +98.5% |
| All | +1,235.6% | +83.7% | +1,151.9% | +1,164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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