+271.9%
MRVL vs RL
+238.1%
+33.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +5.7% |
| 7D | +3.2% | -0.8% | +4.0% | +3.8% |
| 30D | +5.9% | -7.8% | +13.7% | +11.0% |
| 3M | -29.3% | -4.0% | -25.3% | -28.2% |
| 6M | +186.5% | -1.9% | +188.4% | +183.0% |
| YTD | +163.4% | -0.2% | +163.6% | +155.0% |
| 1Y | +249.5% | +10.7% | +238.8% | +212.5% |
| 3Y | +289.4% | +210.8% | +78.6% | +66.9% |
| All | +271.9% | +238.1% | +33.8% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling