+278.0%
MRVL vs RNG
-70.1%
+348.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.2% |
| 7D | +8.7% | -9.6% | +18.3% | +11.8% |
| 30D | +6.9% | +8.8% | -1.9% | +3.6% |
| 3M | -10.1% | +78.6% | -88.7% | -28.2% |
| 6M | +143.4% | +70.3% | +73.2% | +92.3% |
| YTD | +167.5% | +140.3% | +27.1% | +78.1% |
| 1Y | +239.0% | +126.6% | +112.4% | +129.0% |
| 3Y | +311.0% | +120.2% | +190.8% | +159.9% |
| 5Y | +278.0% | -68.3% | +346.3% | +296.1% |
| All | +278.0% | -70.1% | +348.1% | +296.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling