+1,224.2%
MRVL vs RF
+248.4%
+975.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -10.2% | +0.3% | -10.6% | -10.2% |
| 30D | -43.9% | +6.2% | -50.1% | -45.5% |
| 3M | -26.0% | -7.8% | -18.1% | -23.6% |
| 6M | -9.2% | +5.9% | -15.1% | -12.8% |
| YTD | +82.0% | +9.0% | +72.9% | +71.6% |
| 1Y | +65.9% | +19.3% | +46.6% | +49.9% |
| 3Y | +185.0% | +116.4% | +68.6% | +96.3% |
| 5Y | +121.5% | +46.0% | +75.4% | +79.2% |
| 10Y | +1,224.2% | +239.8% | +984.4% | +646.8% |
| All | +1,224.2% | +248.4% | +975.8% | +646.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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