+197.0%
MRVL vs PR
+86.0%
+111.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.1% | +10.5% | +10.0% |
| 7D | -9.8% | -12.4% | +2.6% | -3.9% |
| 30D | -43.8% | -6.6% | -37.3% | -41.7% |
| 3M | -29.3% | +7.5% | -36.8% | -31.7% |
| 6M | -9.1% | +10.8% | -19.9% | -14.1% |
| YTD | +82.2% | +57.0% | +25.2% | +38.5% |
| 1Y | +70.3% | +67.9% | +2.4% | +24.1% |
| 3Y | +197.0% | +87.6% | +109.4% | +87.0% |
| All | +197.0% | +86.0% | +111.0% | +87.0% |
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