+1,743.1%
MRVL vs RL
+2,843.8%
-1,100.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +5.0% | +6.2% |
| 7D | +3.2% | -0.8% | +4.0% | +3.6% |
| 30D | +5.9% | -7.8% | +13.7% | +9.3% |
| 3M | -29.3% | -4.0% | -25.3% | -28.4% |
| 6M | +186.5% | -1.9% | +188.4% | +185.5% |
| YTD | +163.4% | -0.2% | +163.6% | +159.5% |
| 1Y | +249.5% | +10.7% | +238.8% | +228.2% |
| 3Y | +289.4% | +210.8% | +78.6% | +135.7% |
| 5Y | +270.2% | +238.2% | +32.0% | +116.2% |
| 10Y | +1,748.8% | +313.4% | +1,435.5% | +763.2% |
| All | +1,743.1% | +2,843.8% | -1,100.7% | +202.5% |
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