+1,173.1%
MRVL vs RIG
-46.1%
+1,219.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -5.3% |
| 7D | +11.0% | +5.7% | +5.3% | +10.1% |
| 30D | -36.1% | -0.7% | -35.4% | -35.9% |
| 3M | -29.4% | -3.1% | -26.3% | -29.2% |
| 6M | -11.9% | -16.3% | +4.4% | -10.0% |
| YTD | +84.8% | +34.1% | +50.6% | +74.8% |
| 1Y | +79.4% | +38.2% | +41.3% | +69.0% |
| 3Y | +195.7% | -15.3% | +211.0% | +187.1% |
| 5Y | +117.2% | +62.5% | +54.7% | +88.8% |
| All | +1,173.1% | -46.1% | +1,219.2% | +1,030.9% |
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