+1,283.0%
MRVL vs PSLV
+108.9%
+1,174.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -2.2% |
| 7D | +8.7% | -4.9% | +13.6% | +10.0% |
| 30D | +6.9% | -1.9% | +8.8% | +7.6% |
| 3M | -10.1% | +4.2% | -14.3% | -10.7% |
| 6M | +143.4% | -27.6% | +171.0% | +160.5% |
| YTD | +167.5% | -11.7% | +179.1% | +168.5% |
| 1Y | +239.0% | +49.3% | +189.6% | +203.3% |
| 3Y | +311.0% | +167.1% | +143.8% | +226.3% |
| 5Y | +278.0% | +151.7% | +126.3% | +200.7% |
| 10Y | +1,883.8% | +187.0% | +1,696.8% | +1,412.1% |
| All | +1,283.0% | +108.9% | +1,174.1% | +907.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling