+1,599.3%
MRVL vs PR
+160.5%
+1,438.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.5% | -0.5% | -6.4% |
| 7D | -36.5% | -12.1% | -24.4% | -35.5% |
| 30D | -41.1% | +0.9% | -42.0% | -41.1% |
| 3M | -26.9% | +10.1% | -37.0% | -27.7% |
| 6M | -2.3% | +1.1% | -3.4% | -2.7% |
| YTD | +88.4% | +63.7% | +24.7% | +77.5% |
| 1Y | +82.7% | +87.0% | -4.3% | +69.6% |
| 3Y | +213.8% | +70.7% | +143.0% | +193.9% |
| 5Y | +127.4% | +246.8% | -119.4% | +99.1% |
| 10Y | +1,267.3% | +72.6% | +1,194.7% | +1,179.3% |
| All | +1,599.3% | +160.5% | +1,438.8% | +1,412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling