+321.2%
MRVL vs RIO
+95.3%
+225.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +13.8% | +1.0% | +12.9% | +13.0% |
| 30D | +12.7% | +4.0% | +8.7% | +9.5% |
| 3M | -11.9% | +4.5% | -16.5% | -14.6% |
| 6M | +153.8% | +17.3% | +136.5% | +132.1% |
| YTD | +177.0% | +36.2% | +140.8% | +129.0% |
| 1Y | +252.3% | +76.1% | +176.2% | +149.2% |
| All | +321.2% | +95.3% | +225.9% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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