+162.8%
MRVL vs PR
+61.1%
+101.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.9% | -11.6% | -14.2% |
| 7D | -38.8% | -16.5% | -22.3% | -33.3% |
| 30D | -53.5% | -4.5% | -48.9% | -52.2% |
| 3M | -36.7% | +8.5% | -45.2% | -39.1% |
| 6M | -20.8% | -3.3% | -17.5% | -20.0% |
| YTD | +57.4% | +55.7% | +1.7% | +20.6% |
| 1Y | +44.0% | +82.0% | -38.0% | +0.1% |
| All | +162.8% | +61.1% | +101.7% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling