+1,641.8%
MRVL vs QSR
+211.0%
+1,430.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.8% |
| 7D | +7.1% | +0.1% | +7.1% | +7.1% |
| 30D | +3.1% | +5.9% | -2.9% | +0.6% |
| 3M | -21.9% | +10.5% | -32.4% | -25.9% |
| 6M | +151.8% | +7.7% | +144.1% | +139.7% |
| YTD | +165.6% | +16.8% | +148.9% | +143.0% |
| 1Y | +242.3% | +30.9% | +211.4% | +196.3% |
| 3Y | +308.2% | +28.2% | +280.0% | +249.4% |
| 5Y | +280.4% | +45.0% | +235.4% | +208.5% |
| 10Y | +1,832.5% | +127.3% | +1,705.2% | +1,151.5% |
| All | +1,641.8% | +211.0% | +1,430.8% | +944.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling