+1,173.1%
MRVL vs RGEN
+2,629.1%
-1,456.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.4% |
| 7D | -10.2% | -2.4% | -7.8% | -9.6% |
| 30D | -43.9% | +0.1% | -44.0% | -43.8% |
| 3M | -26.0% | +6.6% | -32.6% | -26.8% |
| 6M | -9.2% | +40.9% | -50.1% | -15.3% |
| YTD | +82.0% | +6.2% | +75.8% | +77.8% |
| 1Y | +65.9% | +19.4% | +46.4% | +58.6% |
| 3Y | +185.0% | +17.9% | +167.1% | +168.3% |
| 5Y | +121.5% | -34.0% | +155.5% | +125.1% |
| 10Y | +1,224.2% | +453.9% | +770.3% | +896.8% |
| All | +1,173.1% | +2,629.1% | -1,456.0% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling