+321.2%
MRVL vs RNG
+122.1%
+199.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.0% | +4.4% |
| 7D | +13.8% | -4.1% | +17.9% | +14.3% |
| 30D | +12.7% | +8.6% | +4.0% | +11.1% |
| 3M | -11.9% | +78.0% | -89.9% | -20.8% |
| 6M | +153.8% | +67.0% | +86.8% | +127.3% |
| YTD | +177.0% | +142.4% | +34.5% | +118.7% |
| 1Y | +252.3% | +120.4% | +131.9% | +185.3% |
| All | +321.2% | +122.1% | +199.1% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling