+1,832.5%
MRVL vs RL
+304.3%
+1,528.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.3% |
| 7D | +7.1% | +1.9% | +5.3% | +6.3% |
| 30D | +3.1% | -12.2% | +15.3% | +8.7% |
| 3M | -21.9% | -6.6% | -15.3% | -20.0% |
| 6M | +151.8% | +3.2% | +148.7% | +146.3% |
| YTD | +165.6% | -1.3% | +166.9% | +162.8% |
| 1Y | +242.3% | +13.6% | +228.7% | +217.7% |
| 3Y | +308.2% | +210.9% | +97.3% | +153.8% |
| 5Y | +280.4% | +246.9% | +33.5% | +127.2% |
| 10Y | +1,832.5% | +310.1% | +1,522.4% | +988.3% |
| All | +1,832.5% | +304.3% | +1,528.2% | +988.3% |
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