+121.5%
MRVL vs RGEN
-35.9%
+157.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +1.0% |
| 7D | -10.2% | -2.4% | -7.8% | -9.0% |
| 30D | -43.9% | +0.1% | -44.0% | -43.7% |
| 3M | -26.0% | +6.6% | -32.6% | -28.0% |
| 6M | -9.2% | +40.9% | -50.1% | -22.7% |
| YTD | +82.0% | +6.2% | +75.8% | +72.6% |
| 1Y | +65.9% | +19.4% | +46.4% | +49.3% |
| 3Y | +185.0% | +17.9% | +167.1% | +139.9% |
| 5Y | +121.5% | -34.0% | +155.5% | +110.2% |
| All | +121.5% | -35.9% | +157.3% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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