+79.4%
MRVL vs ROK
+4.7%
+74.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.2% | -4.3% |
| 7D | +11.0% | +7.1% | +3.9% | +4.3% |
| 30D | -36.1% | -5.0% | -31.1% | -32.3% |
| 3M | -29.4% | -9.4% | -20.0% | -21.8% |
| 6M | -11.9% | -11.0% | -0.9% | -0.1% |
| YTD | +84.8% | +4.4% | +80.3% | +71.3% |
| 1Y | +79.4% | +7.4% | +72.0% | +55.2% |
| All | +79.4% | +4.7% | +74.7% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling