+1,401.8%
MRVL vs RNG
+328.0%
+1,073.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | -10.2% | -6.0% | -4.2% | -8.4% |
| 30D | -43.9% | -7.4% | -36.6% | -42.3% |
| 3M | -26.0% | +14.6% | -40.5% | -28.9% |
| 6M | -9.2% | +61.5% | -70.7% | -24.2% |
| YTD | +82.0% | +155.7% | -73.7% | +25.2% |
| 1Y | +65.9% | +172.5% | -106.6% | +11.6% |
| 3Y | +185.0% | +168.0% | +17.0% | +82.4% |
| 5Y | +121.5% | -73.8% | +195.2% | +153.0% |
| 10Y | +1,224.2% | +240.3% | +983.9% | +727.1% |
| All | +1,401.8% | +328.0% | +1,073.8% | +803.2% |
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