+79.4%
MRVL vs RIG
+34.1%
+45.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -5.4% |
| 7D | +11.0% | +5.7% | +5.3% | +9.8% |
| 30D | -36.1% | -0.7% | -35.4% | -35.2% |
| 3M | -29.4% | -3.1% | -26.3% | -28.5% |
| 6M | -11.9% | -16.3% | +4.4% | -10.3% |
| YTD | +84.8% | +34.1% | +50.6% | +53.2% |
| 1Y | +79.4% | +38.2% | +41.3% | +45.7% |
| All | +79.4% | +34.1% | +45.3% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling