+1,925.8%
MRVL vs PSLV
+190.6%
+1,735.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +5.6% | -3.5% | +9.1% | +6.9% |
| 30D | +8.8% | -2.1% | +10.9% | +9.8% |
| 3M | -15.9% | -1.6% | -14.2% | -15.3% |
| 6M | +161.3% | -25.5% | +186.8% | +185.0% |
| YTD | +178.2% | -11.4% | +189.7% | +175.3% |
| 1Y | +255.3% | +48.6% | +206.7% | +191.3% |
| 3Y | +323.1% | +166.9% | +156.2% | +181.4% |
| 5Y | +293.2% | +152.4% | +140.8% | +160.9% |
| All | +1,925.8% | +190.6% | +1,735.2% | +1,024.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling