+1,224.2%
MRVL vs PR
+65.1%
+1,159.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | -10.2% | -9.5% | -0.7% | -9.1% |
| 30D | -43.9% | -5.7% | -38.2% | -43.5% |
| 3M | -26.0% | +3.0% | -28.9% | -26.2% |
| 6M | -9.2% | +11.8% | -21.0% | -10.4% |
| YTD | +82.0% | +58.5% | +23.5% | +72.2% |
| 1Y | +65.9% | +69.9% | -4.0% | +55.7% |
| 3Y | +185.0% | +84.9% | +100.1% | +165.5% |
| 5Y | +121.5% | +246.4% | -125.0% | +94.2% |
| 10Y | +1,224.2% | +70.3% | +1,153.9% | +1,173.2% |
| All | +1,224.2% | +65.1% | +1,159.1% | +1,173.2% |
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