+249.5%
MRVL vs RNG
+144.7%
+104.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.9% | +10.9% | +6.7% |
| 7D | +3.2% | +5.8% | -2.6% | +3.7% |
| 30D | +5.9% | +19.6% | -13.7% | +7.6% |
| 3M | -29.3% | +67.0% | -96.4% | -25.3% |
| 6M | +186.5% | +88.4% | +98.1% | +198.7% |
| YTD | +163.4% | +155.5% | +8.0% | +166.9% |
| 1Y | +249.5% | +141.7% | +107.8% | +256.3% |
| All | +249.5% | +144.7% | +104.8% | +256.3% |
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