+255.3%
MRVL vs RMBS
+11.7%
+243.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.9% |
| 7D | +5.6% | +1.8% | +3.8% | +4.6% |
| 30D | +8.8% | -13.9% | +22.7% | +19.3% |
| 3M | -15.9% | -39.8% | +23.9% | +13.1% |
| 6M | +161.3% | -6.0% | +167.3% | +196.1% |
| YTD | +178.2% | -5.4% | +183.6% | +206.5% |
| 1Y | +255.3% | -1.8% | +257.1% | +287.3% |
| All | +255.3% | +11.7% | +243.6% | +287.3% |
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