+290.9%
MRVL vs ROK
+45.0%
+245.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 3M | -11.9% | -7.2% | -4.7% | -6.3% |
| 6M | +153.8% | +14.2% | +139.7% | +130.1% |
| YTD | +177.0% | +10.6% | +166.4% | +154.0% |
| 1Y | +252.3% | +25.9% | +226.4% | +191.1% |
| 3Y | +325.5% | +50.8% | +274.8% | +186.7% |
| 5Y | +290.9% | +47.0% | +243.8% | +168.6% |
| All | +290.9% | +45.0% | +245.9% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling