+321.2%
MRVL vs ROK
+50.3%
+270.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.8% |
| 7D | +13.8% | +0.2% | +13.6% | +13.7% |
| 30D | +12.7% | -1.8% | +14.5% | +14.2% |
| 3M | -11.9% | -7.2% | -4.7% | -7.0% |
| 6M | +153.8% | +14.2% | +139.7% | +134.9% |
| YTD | +177.0% | +10.6% | +166.4% | +158.9% |
| 1Y | +252.3% | +25.9% | +226.4% | +202.9% |
| All | +321.2% | +50.3% | +270.9% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling