+96.9%
MRVL vs RBA
+37.7%
+59.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.1% | +6.2% |
| 7D | -28.1% | +4.3% | -32.4% | -29.5% |
| 30D | -50.4% | +16.3% | -66.7% | -53.9% |
| 3M | -32.9% | +1.3% | -34.2% | -34.0% |
| 6M | -17.9% | -11.1% | -6.9% | -15.5% |
| YTD | +66.4% | -8.5% | +74.9% | +67.8% |
| 1Y | +51.5% | -2.1% | +53.7% | +47.8% |
| 3Y | +177.9% | +44.6% | +133.3% | +127.6% |
| All | +96.9% | +37.7% | +59.2% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling