+1,954.1%
MRVL vs ROP
+132.1%
+1,822.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +5.1% |
| 7D | +13.8% | -6.1% | +19.9% | +18.0% |
| 30D | +12.7% | -3.4% | +16.0% | +14.4% |
| 3M | -11.9% | +16.7% | -28.6% | -24.0% |
| 6M | +153.8% | +8.1% | +145.8% | +127.8% |
| YTD | +177.0% | -11.7% | +188.6% | +186.8% |
| 1Y | +252.3% | -24.2% | +276.6% | +309.8% |
| 3Y | +325.5% | -19.0% | +344.5% | +372.8% |
| 5Y | +290.9% | -15.9% | +306.7% | +323.8% |
| 10Y | +1,954.1% | +135.7% | +1,818.4% | +1,121.5% |
| All | +1,954.1% | +132.1% | +1,822.0% | +1,121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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