+1,173.1%
MRVL vs ROL
+6,351.6%
-5,178.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -10.2% | +3.4% | -13.6% | -11.8% |
| 30D | -43.9% | +20.8% | -64.7% | -49.4% |
| 3M | -26.0% | +3.7% | -29.7% | -28.8% |
| 6M | -9.2% | -27.7% | +18.5% | +1.5% |
| YTD | +82.0% | -34.9% | +116.9% | +113.5% |
| 1Y | +65.9% | -33.3% | +99.2% | +92.0% |
| 3Y | +185.0% | +4.3% | +180.7% | +155.4% |
| 5Y | +121.5% | +15.0% | +106.5% | +84.0% |
| 10Y | +1,224.2% | +214.7% | +1,009.5% | +528.8% |
| All | +1,173.1% | +6,351.6% | -5,178.4% | -16.8% |
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 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