+1,024.8%
MRVL vs REPL
-9.7%
+1,034.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.4% | +4.4% |
| 7D | +13.8% | -9.6% | +23.4% | +14.6% |
| 30D | +12.7% | +5.7% | +7.0% | +11.9% |
| 3M | -11.9% | +56.4% | -68.3% | -17.9% |
| 6M | +153.8% | +67.4% | +86.4% | +118.5% |
| YTD | +177.0% | +48.7% | +128.3% | +140.1% |
| 1Y | +252.3% | +148.3% | +104.1% | +176.7% |
| 3Y | +325.5% | -26.7% | +352.2% | +214.6% |
| 5Y | +290.9% | -54.1% | +345.0% | +197.0% |
| All | +1,024.8% | -9.7% | +1,034.5% | +572.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling