+1,173.1%
MRVL vs RBA
+3,784.6%
-2,611.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -10.2% | +3.2% | -13.4% | -11.3% |
| 30D | -43.9% | +12.0% | -55.9% | -46.8% |
| 3M | -26.0% | +2.9% | -28.8% | -27.8% |
| 6M | -9.2% | -6.3% | -2.9% | -9.0% |
| YTD | +82.0% | -5.9% | +87.9% | +81.4% |
| 1Y | +65.9% | -3.9% | +69.8% | +64.1% |
| 3Y | +185.0% | +64.9% | +120.2% | +127.6% |
| 5Y | +121.5% | +48.5% | +73.0% | +79.6% |
| 10Y | +1,224.2% | +211.8% | +1,012.4% | +689.6% |
| All | +1,173.1% | +3,784.6% | -2,611.4% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling