+129.6%
MRVL vs RNG
-71.9%
+201.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.9% |
| 7D | +23.1% | +2.3% | +20.9% | +22.2% |
| 30D | -38.8% | -3.4% | -35.4% | -37.7% |
| 3M | -24.2% | +20.9% | -45.1% | -28.8% |
| 6M | 0.0% | +82.2% | -82.2% | -21.7% |
| YTD | +93.8% | +164.6% | -70.8% | +23.2% |
| 1Y | +84.4% | +177.0% | -92.6% | +14.7% |
| 3Y | +203.6% | +177.4% | +26.2% | +72.0% |
| All | +129.6% | -71.9% | +201.5% | +205.1% |
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