+96.9%
MRVL vs RF
+42.5%
+54.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -28.1% | -0.9% | -27.2% | -27.7% |
| 30D | -50.4% | +6.0% | -56.4% | -52.4% |
| 3M | -32.9% | -8.9% | -24.0% | -29.5% |
| 6M | -17.9% | +2.3% | -20.3% | -21.1% |
| YTD | +66.4% | +7.6% | +58.9% | +53.3% |
| 1Y | +51.5% | +21.2% | +30.4% | +28.4% |
| 3Y | +177.9% | +108.5% | +69.3% | +58.5% |
| All | +96.9% | +42.5% | +54.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling