+115.8%
MRVL vs REPL
-33.0%
+148.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.0% | +6.5% | +9.3% |
| 7D | -9.8% | +14.2% | -24.0% | -10.4% |
| 30D | -43.8% | +65.9% | -109.7% | -45.6% |
| 3M | -29.3% | +84.6% | -113.9% | -32.2% |
| 6M | -9.1% | +446.9% | -456.0% | -21.9% |
| YTD | +82.2% | +129.0% | -46.8% | +59.1% |
| 1Y | +70.3% | +167.9% | -97.5% | +47.0% |
| 3Y | +197.0% | +93.9% | +103.1% | +108.6% |
| 5Y | +115.8% | -33.0% | +148.7% | +70.0% |
| All | +115.8% | -33.0% | +148.8% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling