+239.0%
MRVL vs RJF
+6.3%
+232.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.4% |
| 7D | +8.7% | -4.2% | +12.9% | +8.8% |
| 30D | +6.9% | -3.6% | +10.5% | +7.1% |
| 3M | -10.1% | +15.6% | -25.8% | -13.8% |
| 6M | +143.4% | +17.6% | +125.8% | +131.2% |
| YTD | +167.5% | +9.2% | +158.3% | +155.9% |
| 1Y | +239.0% | +5.5% | +233.4% | +223.3% |
| All | +239.0% | +6.3% | +232.7% | +223.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling