+1,192.7%
MRVL vs RGEN
+2,532.0%
-1,339.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.4% | -4.8% |
| 7D | +11.0% | -3.3% | +14.3% | +11.7% |
| 30D | -36.1% | -5.8% | -30.2% | -35.2% |
| 3M | -29.4% | +0.2% | -29.6% | -29.5% |
| 6M | -11.9% | +56.8% | -68.6% | -19.3% |
| YTD | +84.8% | +2.4% | +82.4% | +81.7% |
| 1Y | +79.4% | +11.4% | +68.0% | +73.8% |
| 3Y | +195.7% | +15.2% | +180.6% | +179.6% |
| 5Y | +117.2% | -35.1% | +152.3% | +121.5% |
| 10Y | +1,193.7% | +419.6% | +774.1% | +883.3% |
| All | +1,192.7% | +2,532.0% | -1,339.3% | +509.2% |
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 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