+177.9%
MRVL vs RL
+240.1%
-62.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.5% |
| 7D | -28.1% | -4.2% | -24.0% | -26.1% |
| 30D | -50.4% | +4.3% | -54.7% | -51.7% |
| 3M | -32.9% | -4.6% | -28.3% | -31.6% |
| 6M | -17.9% | +1.7% | -19.7% | -20.2% |
| YTD | +66.4% | +7.3% | +59.1% | +53.7% |
| 1Y | +51.5% | +20.8% | +30.8% | +28.2% |
| 3Y | +177.9% | +247.0% | -69.1% | +31.1% |
| All | +177.9% | +240.1% | -62.2% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling