-11.9%
MRVL vs RMBS
-39.1%
+27.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -1.3% |
| 7D | +11.0% | +10.3% | +0.7% | +0.7% |
| 30D | -36.1% | -10.7% | -25.4% | -28.0% |
| 3M | -29.4% | -17.2% | -12.2% | -14.9% |
| 6M | -11.9% | -39.0% | +27.2% | +52.6% |
| All | -11.9% | -39.1% | +27.2% | +52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling