+195.7%
MRVL vs RBA
+63.1%
+132.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.0% |
| 7D | +11.0% | +1.7% | +9.3% | +10.4% |
| 30D | -36.1% | +8.3% | -44.4% | -38.2% |
| 3M | -29.4% | +10.5% | -40.0% | -32.5% |
| 6M | -11.9% | -5.9% | -6.0% | -11.2% |
| YTD | +84.8% | -6.9% | +91.6% | +85.3% |
| 1Y | +79.4% | -4.9% | +84.3% | +77.8% |
| 3Y | +195.7% | +64.5% | +131.3% | +174.2% |
| All | +195.7% | +63.1% | +132.6% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling