+82.7%
MRVL vs ROL
-34.1%
+116.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.8% | -9.8% | -5.4% |
| 7D | -36.5% | +14.6% | -51.1% | -30.9% |
| 30D | -41.1% | +29.3% | -70.3% | -32.5% |
| 3M | -26.9% | +2.0% | -28.9% | -23.4% |
| 6M | -2.3% | -28.5% | +26.2% | +0.8% |
| YTD | +88.4% | -35.3% | +123.7% | +103.0% |
| 1Y | +82.7% | -34.7% | +117.4% | +101.5% |
| All | +82.7% | -34.1% | +116.9% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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