+321.2%
MRVL vs RMBS
+56.5%
+264.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.7% |
| 7D | +13.8% | +3.5% | +10.4% | +11.5% |
| 30D | +12.7% | -8.6% | +21.3% | +19.2% |
| 3M | -11.9% | -40.3% | +28.4% | +21.7% |
| 6M | +153.8% | -1.0% | +154.8% | +161.7% |
| YTD | +177.0% | -4.6% | +181.6% | +179.6% |
| 1Y | +252.3% | +17.6% | +234.8% | +197.1% |
| All | +321.2% | +56.5% | +264.6% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling