+115.8%
MRVL vs ROL
+16.0%
+99.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.1% | +7.4% | +9.3% |
| 7D | -9.8% | +7.5% | -17.3% | -10.6% |
| 30D | -43.8% | +21.1% | -65.0% | -45.5% |
| 3M | -29.3% | +3.1% | -32.5% | -29.4% |
| 6M | -9.1% | -27.4% | +18.3% | -1.1% |
| YTD | +82.2% | -34.7% | +117.0% | +105.0% |
| 1Y | +70.3% | -32.9% | +103.3% | +89.7% |
| 3Y | +197.0% | +6.1% | +190.9% | +165.4% |
| 5Y | +115.8% | +16.3% | +99.4% | +67.3% |
| All | +115.8% | +16.0% | +99.8% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling