+127.8%
MRVL vs ROK
+32.5%
+95.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | +23.1% | +6.1% | +17.1% | +17.3% |
| 30D | -38.8% | -6.5% | -32.3% | -34.6% |
| 3M | -24.2% | -10.2% | -14.0% | -16.2% |
| 6M | 0.0% | -10.6% | +10.6% | +11.9% |
| YTD | +93.8% | +4.9% | +88.9% | +87.5% |
| 1Y | +84.4% | +3.8% | +80.6% | +80.5% |
| 3Y | +203.6% | +63.5% | +140.1% | +88.4% |
| 5Y | +127.8% | +30.9% | +96.9% | +83.8% |
| All | +127.8% | +32.5% | +95.3% | +83.8% |
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