+1,320.2%
MRVL vs PR
+147.8%
+1,172.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.9% | -11.6% | -15.9% |
| 7D | -38.8% | -16.5% | -22.3% | -37.5% |
| 30D | -53.5% | -4.5% | -48.9% | -53.2% |
| 3M | -36.7% | +8.5% | -45.2% | -37.2% |
| 6M | -20.8% | -3.3% | -17.5% | -20.6% |
| YTD | +57.4% | +55.7% | +1.7% | +49.3% |
| 1Y | +44.0% | +82.0% | -38.0% | +34.2% |
| 3Y | +162.2% | +62.5% | +99.8% | +147.2% |
| 5Y | +89.2% | +223.9% | -134.7% | +66.9% |
| 10Y | +1,042.7% | +64.2% | +978.5% | +976.0% |
| All | +1,320.2% | +147.8% | +1,172.4% | +1,172.2% |
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