+44.0%
MRVL vs RNG
+173.4%
-129.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.7% | -11.8% | -16.5% |
| 7D | -38.8% | -11.2% | -27.6% | -39.2% |
| 30D | -53.5% | -3.8% | -49.7% | -53.4% |
| 3M | -36.7% | +21.1% | -57.8% | -35.0% |
| 6M | -20.8% | +56.2% | -77.0% | -14.9% |
| YTD | +57.4% | +158.8% | -101.3% | +62.1% |
| 1Y | +44.0% | +173.6% | -129.6% | +40.1% |
| All | +44.0% | +173.4% | -129.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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