+298.8%
MRVL vs ROL
+7.0%
+291.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.6% | +7.1% |
| 7D | +3.2% | -1.4% | +4.6% | +3.2% |
| 30D | +5.9% | -4.1% | +10.0% | +5.9% |
| 3M | -29.3% | -22.5% | -6.8% | -29.0% |
| 6M | +186.5% | -37.7% | +224.1% | +201.8% |
| YTD | +163.4% | -39.6% | +203.0% | +179.4% |
| 1Y | +249.5% | -36.0% | +285.5% | +265.1% |
| All | +298.8% | +7.0% | +291.7% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling