+2,074.1%
MRVL vs RNG
+327.7%
+1,746.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.9% | +10.9% | +8.1% |
| 7D | +3.2% | +5.8% | -2.6% | +1.4% |
| 30D | +5.9% | +19.6% | -13.7% | +0.2% |
| 3M | -29.3% | +67.0% | -96.4% | -41.2% |
| 6M | +186.5% | +88.4% | +98.1% | +124.5% |
| YTD | +163.4% | +155.5% | +8.0% | +80.8% |
| 1Y | +249.5% | +141.7% | +107.8% | +142.3% |
| 3Y | +289.4% | +131.1% | +158.3% | +159.7% |
| 5Y | +270.2% | -70.6% | +340.8% | +305.4% |
| 10Y | +1,748.8% | +228.2% | +1,520.6% | +1,056.6% |
| All | +2,074.1% | +327.7% | +1,746.4% | +1,204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling