+285.6%
MRVL vs QSR
+40.5%
+245.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +5.6% | -4.0% | +9.6% | +7.6% |
| 30D | +8.8% | +2.8% | +6.0% | +7.2% |
| 3M | -15.9% | +5.1% | -21.0% | -19.0% |
| 6M | +161.3% | +8.8% | +152.5% | +143.4% |
| YTD | +178.2% | +14.8% | +163.4% | +149.3% |
| 1Y | +255.3% | +25.7% | +229.6% | +197.9% |
| 3Y | +323.1% | +27.5% | +295.6% | +225.6% |
| All | +285.6% | +40.5% | +245.1% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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