+1,847.4%
MRVL vs ROK
+350.4%
+1,497.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.6% |
| 7D | +8.7% | -1.6% | +10.3% | +10.0% |
| 30D | +6.9% | -5.4% | +12.3% | +11.2% |
| 3M | -10.1% | -4.0% | -6.2% | -7.4% |
| 6M | +143.4% | +13.3% | +130.1% | +125.4% |
| YTD | +167.5% | +9.3% | +158.1% | +151.2% |
| 1Y | +239.0% | +25.8% | +213.1% | +189.6% |
| 3Y | +311.0% | +49.1% | +261.9% | +202.0% |
| 5Y | +278.0% | +45.9% | +232.1% | +180.4% |
| All | +1,847.4% | +350.4% | +1,497.0% | +701.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling