+1,224.2%
MRVL vs RL
+369.1%
+855.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -10.2% | +1.3% | -11.5% | -10.4% |
| 30D | -43.9% | +7.6% | -51.5% | -45.7% |
| 3M | -26.0% | -1.5% | -24.4% | -25.8% |
| 6M | -9.2% | +12.1% | -21.3% | -14.7% |
| YTD | +82.0% | +13.9% | +68.1% | +68.8% |
| 1Y | +65.9% | +20.7% | +45.2% | +49.9% |
| 3Y | +185.0% | +260.6% | -75.5% | +65.6% |
| 5Y | +121.5% | +248.9% | -127.4% | +28.6% |
| 10Y | +1,224.2% | +355.9% | +868.3% | +610.8% |
| All | +1,224.2% | +369.1% | +855.1% | +610.8% |
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