+1,847.4%
MRVL vs RJF
+429.5%
+1,417.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.8% |
| 7D | +8.7% | -4.2% | +12.9% | +11.2% |
| 30D | +6.9% | -3.6% | +10.5% | +8.5% |
| 3M | -10.1% | +15.6% | -25.8% | -18.8% |
| 6M | +143.4% | +17.6% | +125.8% | +117.9% |
| YTD | +167.5% | +9.2% | +158.3% | +147.7% |
| 1Y | +239.0% | +5.5% | +233.4% | +219.2% |
| 3Y | +311.0% | +70.3% | +240.7% | +194.9% |
| 5Y | +278.0% | +106.0% | +172.0% | +150.4% |
| All | +1,847.4% | +429.5% | +1,417.9% | +795.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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