+96.9%
MRVL vs PR
+225.0%
-128.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.0% |
| 7D | -28.1% | -16.4% | -11.7% | -23.0% |
| 30D | -50.4% | -1.9% | -48.5% | -49.8% |
| 3M | -32.9% | +8.0% | -40.9% | -34.8% |
| 6M | -17.9% | +4.1% | -22.0% | -19.6% |
| YTD | +66.4% | +58.7% | +7.7% | +37.4% |
| 1Y | +51.5% | +75.8% | -24.3% | +20.0% |
| 3Y | +177.9% | +73.2% | +104.7% | +118.3% |
| All | +96.9% | +225.0% | -128.1% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling