+1,743.1%
MRVL vs ROL
+5,890.6%
-4,147.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.6% | +6.8% |
| 7D | +3.2% | -1.4% | +4.6% | +3.9% |
| 30D | +5.9% | -4.1% | +10.0% | +7.8% |
| 3M | -29.3% | -22.5% | -6.8% | -21.7% |
| 6M | +186.5% | -37.7% | +224.1% | +251.3% |
| YTD | +163.4% | -39.6% | +203.0% | +226.5% |
| 1Y | +249.5% | -36.0% | +285.5% | +317.2% |
| 3Y | +289.4% | -5.1% | +294.5% | +270.4% |
| 5Y | +270.2% | -3.4% | +273.6% | +240.2% |
| 10Y | +1,748.8% | +215.2% | +1,533.6% | +790.4% |
| All | +1,743.1% | +5,890.6% | -4,147.6% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling