+1,173.1%
MRVL vs RIG
-89.2%
+1,262.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -10.2% | -12.2% | +2.0% | -7.6% |
| 30D | -43.9% | -6.0% | -37.9% | -43.1% |
| 3M | -26.0% | -9.4% | -16.5% | -24.6% |
| 6M | -9.2% | -19.1% | +9.9% | -5.9% |
| YTD | +82.0% | +25.4% | +56.6% | +70.3% |
| 1Y | +65.9% | +23.3% | +42.5% | +55.7% |
| 3Y | +185.0% | -22.1% | +207.1% | +180.4% |
| 5Y | +121.5% | +50.1% | +71.3% | +78.9% |
| 10Y | +1,224.2% | -50.7% | +1,274.8% | +852.3% |
| All | +1,173.1% | -89.2% | +1,262.4% | +876.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling