+127.8%
MRVL vs PR
+269.8%
-142.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.3% |
| 7D | +23.1% | +6.7% | +16.4% | +20.3% |
| 30D | -38.8% | -6.1% | -32.7% | -37.1% |
| 3M | -24.2% | +6.9% | -31.1% | -26.0% |
| 6M | 0.0% | +14.6% | -14.6% | -5.4% |
| YTD | +93.8% | +66.1% | +27.7% | +57.4% |
| 1Y | +84.4% | +77.0% | +7.4% | +46.1% |
| 3Y | +203.6% | +93.8% | +109.8% | +130.0% |
| 5Y | +127.8% | +268.2% | -140.4% | +33.5% |
| All | +127.8% | +269.8% | -142.0% | +33.5% |
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