+308.2%
MRVL vs RIG
-28.9%
+337.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.2% |
| 7D | +7.1% | -2.7% | +9.8% | +7.7% |
| 30D | +3.1% | +9.5% | -6.4% | +0.5% |
| 3M | -21.9% | -6.6% | -15.3% | -21.0% |
| 6M | +151.8% | -2.9% | +154.7% | +148.9% |
| YTD | +165.6% | +39.5% | +126.2% | +134.4% |
| 1Y | +242.3% | +82.3% | +160.0% | +176.0% |
| 3Y | +308.2% | -29.6% | +337.7% | +256.7% |
| All | +308.2% | -28.9% | +337.1% | +256.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling