+1,292.0%
MRVL vs RL
+3,212.4%
-1,920.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.4% | +10.7% | +9.9% |
| 7D | +5.6% | -4.4% | +10.0% | +8.2% |
| 30D | -36.5% | +5.6% | -42.1% | -38.0% |
| 3M | -20.5% | -0.6% | -19.8% | -20.7% |
| 6M | -1.1% | +15.5% | -16.6% | -8.4% |
| YTD | +99.0% | +12.3% | +86.6% | +85.5% |
| 1Y | +89.3% | +19.3% | +70.0% | +71.8% |
| 3Y | +211.6% | +255.5% | -43.9% | +77.5% |
| 5Y | +134.1% | +247.1% | -113.0% | +35.1% |
| 10Y | +1,293.1% | +346.0% | +947.1% | +528.6% |
| All | +1,292.0% | +3,212.4% | -1,920.4% | +116.3% |
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