+1,174.9%
MRVL vs RL
+3,249.9%
-2,075.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.8% | +3.7% | +6.9% |
| 7D | -9.8% | +0.2% | -10.1% | -9.6% |
| 30D | -43.8% | +7.3% | -51.2% | -45.6% |
| 3M | -29.3% | +1.0% | -30.3% | -30.0% |
| 6M | -9.1% | +11.8% | -20.9% | -14.5% |
| YTD | +82.2% | +13.6% | +68.6% | +69.1% |
| 1Y | +70.3% | +24.0% | +46.3% | +52.0% |
| 3Y | +197.0% | +256.6% | -59.6% | +69.0% |
| 5Y | +115.8% | +240.2% | -124.5% | +25.5% |
| 10Y | +1,204.0% | +373.0% | +831.1% | +473.4% |
| All | +1,174.9% | +3,249.9% | -2,075.1% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling