+290.9%
MRVL vs RJF
+106.2%
+184.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.7% |
| 7D | +13.8% | -0.3% | +14.1% | +13.9% |
| 30D | +12.7% | -2.0% | +14.7% | +13.5% |
| 3M | -11.9% | +16.3% | -28.3% | -23.4% |
| 6M | +153.8% | +16.9% | +136.9% | +119.7% |
| YTD | +177.0% | +10.4% | +166.5% | +147.0% |
| 1Y | +252.3% | +7.4% | +244.9% | +219.4% |
| 3Y | +325.5% | +72.2% | +253.3% | +157.2% |
| 5Y | +290.9% | +105.1% | +185.8% | +119.7% |
| All | +290.9% | +106.2% | +184.7% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling