+255.3%
MRVL vs RNG
+128.1%
+127.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +5.6% | -6.1% | +11.7% | +5.0% |
| 30D | +8.8% | +9.6% | -0.8% | +9.6% |
| 3M | -15.9% | +83.3% | -99.2% | -12.0% |
| 6M | +161.3% | +77.9% | +83.3% | +170.1% |
| YTD | +178.2% | +139.9% | +38.3% | +179.6% |
| 1Y | +255.3% | +121.7% | +133.7% | +262.9% |
| All | +255.3% | +128.1% | +127.2% | +262.9% |
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