+218.5%
MRVL vs RNG
+177.9%
+40.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +9.0% |
| 7D | +5.6% | -3.5% | +9.1% | +6.3% |
| 30D | -36.5% | -3.8% | -32.7% | -35.9% |
| 3M | -20.5% | +18.6% | -39.0% | -22.0% |
| 6M | -1.1% | +69.2% | -70.3% | -9.0% |
| YTD | +99.0% | +161.9% | -62.9% | +58.6% |
| 1Y | +89.3% | +176.2% | -86.9% | +48.0% |
| All | +218.5% | +177.9% | +40.5% | +144.0% |
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