+195.7%
MRVL vs RJF
+76.6%
+119.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.1% |
| 7D | +11.0% | +3.6% | +7.4% | +9.2% |
| 30D | -36.1% | +7.2% | -43.3% | -38.5% |
| 3M | -29.4% | -6.5% | -22.9% | -27.3% |
| 6M | -11.9% | +10.3% | -22.2% | -19.3% |
| YTD | +84.8% | +6.5% | +78.3% | +70.8% |
| 1Y | +79.4% | +6.1% | +73.3% | +66.4% |
| 3Y | +195.7% | +74.9% | +120.9% | +105.5% |
| All | +195.7% | +76.6% | +119.1% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling