+1,743.1%
MRVL vs RJF
+3,675.7%
-1,932.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.9% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | +5.9% | -1.3% | +7.2% | +6.0% |
| 3M | -29.3% | +18.9% | -48.2% | -36.7% |
| 6M | +186.5% | +15.0% | +171.4% | +161.2% |
| YTD | +163.4% | +12.2% | +151.2% | +142.2% |
| 1Y | +249.5% | +5.6% | +243.9% | +230.8% |
| 3Y | +289.4% | +74.9% | +214.5% | +182.9% |
| 5Y | +270.2% | +106.6% | +163.6% | +150.2% |
| 10Y | +1,748.8% | +433.1% | +1,315.8% | +607.0% |
| All | +1,743.1% | +3,675.7% | -1,932.6% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling