+1,954.1%
MRVL vs ROL
+205.3%
+1,748.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.4% | +4.7% |
| 7D | +13.8% | -3.3% | +17.1% | +15.2% |
| 30D | +12.7% | -7.2% | +19.9% | +15.7% |
| 3M | -11.9% | -27.0% | +15.1% | -1.6% |
| 6M | +153.8% | -39.5% | +193.3% | +206.6% |
| YTD | +177.0% | -41.8% | +218.8% | +239.0% |
| 1Y | +252.3% | -38.9% | +291.2% | +318.1% |
| 3Y | +325.5% | -0.4% | +325.9% | +285.1% |
| 5Y | +290.9% | -4.2% | +295.1% | +248.8% |
| 10Y | +1,954.1% | +208.2% | +1,745.9% | +883.5% |
| All | +1,954.1% | +205.3% | +1,748.8% | +883.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling