0.0%
MRVL vs ROK
-10.9%
+10.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.0% |
| 7D | +23.1% | +6.1% | +17.1% | +15.0% |
| 30D | -38.8% | -6.5% | -32.3% | -33.3% |
| 3M | -24.2% | -10.2% | -14.0% | -13.4% |
| 6M | 0.0% | -10.6% | +10.6% | +11.9% |
| All | 0.0% | -10.9% | +10.9% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling