+278.0%
MRVL vs RMBS
+258.2%
+19.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -1.6% |
| 7D | +8.7% | +1.2% | +7.5% | +7.9% |
| 30D | +6.9% | -11.5% | +18.4% | +16.2% |
| 3M | -10.1% | -38.2% | +28.1% | +25.8% |
| 6M | +143.4% | -4.8% | +148.2% | +152.4% |
| YTD | +167.5% | -7.1% | +174.6% | +167.8% |
| 1Y | +239.0% | +10.7% | +228.3% | +181.7% |
| 3Y | +311.0% | +54.5% | +256.5% | +135.8% |
| 5Y | +278.0% | +261.7% | +16.3% | -10.4% |
| All | +278.0% | +258.2% | +19.8% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling