+195.7%
MRVL vs REPL
+97.7%
+98.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.7% |
| 7D | +11.0% | +1.2% | +9.8% | +10.9% |
| 30D | -36.1% | +92.2% | -128.3% | -37.7% |
| 3M | -29.4% | +44.1% | -73.5% | -30.6% |
| 6M | -11.9% | +313.0% | -324.9% | -18.6% |
| YTD | +84.8% | +125.2% | -40.4% | +69.9% |
| 1Y | +79.4% | +143.8% | -64.3% | +64.5% |
| 3Y | +195.7% | +104.2% | +91.5% | +148.0% |
| All | +195.7% | +97.7% | +98.0% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling