+82.7%
MRVL vs RMBS
-18.2%
+101.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.0% | -1.1% | -3.1% |
| 7D | -36.5% | -8.9% | -27.6% | -32.2% |
| 30D | -41.1% | -24.8% | -16.2% | -28.6% |
| 3M | -26.9% | -17.6% | -9.3% | -17.0% |
| 6M | -2.3% | -25.7% | +23.3% | +29.3% |
| YTD | +88.4% | -9.8% | +98.1% | +109.9% |
| 1Y | +82.7% | -17.4% | +100.1% | +112.5% |
| All | +82.7% | -18.2% | +101.0% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling