+1,743.1%
MRVL vs RMBS
-16.3%
+1,759.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.7% | +6.6% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +5.9% | -12.2% | +18.1% | +10.9% |
| 3M | -29.3% | -49.5% | +20.2% | -9.3% |
| 6M | +186.5% | -7.1% | +193.6% | +198.6% |
| YTD | +163.4% | -7.0% | +170.4% | +170.8% |
| 1Y | +249.5% | +13.3% | +236.2% | +231.5% |
| 3Y | +289.4% | +49.2% | +240.1% | +237.9% |
| 5Y | +270.2% | +250.0% | +20.3% | +155.9% |
| 10Y | +1,748.8% | +495.1% | +1,253.7% | +995.4% |
| All | +1,743.1% | -16.3% | +1,759.4% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling