+1,235.6%
MRVL vs RL
+342.1%
+893.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | +23.1% | +2.4% | +20.8% | +21.9% |
| 30D | -38.8% | +4.6% | -43.4% | -40.0% |
| 3M | -24.2% | -1.1% | -23.1% | -24.2% |
| 6M | 0.0% | +16.5% | -16.5% | -7.7% |
| YTD | +93.8% | +11.4% | +82.4% | +81.4% |
| 1Y | +84.4% | +16.1% | +68.3% | +69.4% |
| 3Y | +203.6% | +252.6% | -49.0% | +78.1% |
| 5Y | +127.8% | +244.9% | -117.0% | +33.3% |
| All | +1,235.6% | +342.1% | +893.4% | +603.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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