+1,847.4%
MRVL vs RIG
-40.1%
+1,887.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.6% |
| 7D | +8.7% | -4.2% | +12.8% | +9.3% |
| 30D | +6.9% | -0.7% | +7.6% | +6.9% |
| 3M | -10.1% | -4.0% | -6.1% | -9.9% |
| 6M | +143.4% | -6.3% | +149.8% | +143.6% |
| YTD | +167.5% | +39.7% | +127.8% | +151.7% |
| 1Y | +239.0% | +78.1% | +160.9% | +206.8% |
| 3Y | +311.0% | -29.5% | +340.4% | +307.1% |
| 5Y | +278.0% | +65.3% | +212.7% | +226.6% |
| All | +1,847.4% | -40.1% | +1,887.5% | +1,563.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling