+1,224.2%
MRVL vs ROL
+211.1%
+1,013.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -10.2% | +3.4% | -13.6% | -11.4% |
| 30D | -43.9% | +20.8% | -64.7% | -48.1% |
| 3M | -26.0% | +3.7% | -29.7% | -27.8% |
| 6M | -9.2% | -27.7% | +18.5% | +1.0% |
| YTD | +82.0% | -34.9% | +116.9% | +111.6% |
| 1Y | +65.9% | -33.3% | +99.2% | +90.5% |
| 3Y | +185.0% | +4.3% | +180.7% | +154.1% |
| 5Y | +121.5% | +15.0% | +106.5% | +81.4% |
| 10Y | +1,224.2% | +214.7% | +1,009.5% | +445.5% |
| All | +1,224.2% | +211.1% | +1,013.1% | +445.5% |
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