+82.7%
MRVL vs REPL
+125.1%
-42.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.1% |
| 7D | -36.5% | +28.8% | -65.3% | -37.2% |
| 30D | -41.1% | +57.3% | -98.4% | -42.3% |
| 3M | -26.9% | +73.6% | -100.5% | -28.9% |
| 6M | -2.3% | +582.8% | -585.2% | -12.9% |
| YTD | +88.4% | +112.9% | -24.5% | +68.7% |
| 1Y | +82.7% | +130.7% | -47.9% | +57.4% |
| All | +82.7% | +125.1% | -42.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling