+1,925.8%
MRVL vs RNG
+222.9%
+1,702.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +5.6% | -6.1% | +11.7% | +7.6% |
| 30D | +8.8% | +9.6% | -0.8% | +5.2% |
| 3M | -15.9% | +83.3% | -99.2% | -33.3% |
| 6M | +161.3% | +77.9% | +83.3% | +103.4% |
| YTD | +178.2% | +139.9% | +38.3% | +87.9% |
| 1Y | +255.3% | +121.7% | +133.7% | +145.0% |
| 3Y | +323.1% | +121.9% | +201.2% | +173.6% |
| 5Y | +293.2% | -68.4% | +361.6% | +333.3% |
| All | +1,925.8% | +222.9% | +1,702.9% | +1,063.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling