+1,001.3%
MRVL vs RF
+311.6%
+689.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.1% | -14.3% | -15.8% |
| 7D | -38.8% | -1.6% | -37.2% | -38.5% |
| 30D | -53.5% | +5.0% | -58.5% | -54.2% |
| 3M | -36.7% | -10.0% | -26.7% | -35.0% |
| 6M | -20.8% | +3.3% | -24.1% | -22.2% |
| YTD | +57.4% | +7.9% | +49.5% | +52.3% |
| 1Y | +44.0% | +21.2% | +22.8% | +34.5% |
| 3Y | +162.2% | +105.8% | +56.4% | +110.4% |
| 5Y | +89.2% | +43.7% | +45.5% | +68.4% |
| 10Y | +1,042.7% | +289.4% | +753.2% | +632.8% |
| All | +1,001.3% | +311.6% | +689.7% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling