+304.8%
MRVL vs ROP
-16.1%
+320.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.6% | +10.6% | +7.6% |
| 7D | +3.2% | -4.4% | +7.6% | +3.9% |
| 30D | +5.9% | +3.2% | +2.7% | +5.1% |
| 3M | -29.3% | +23.1% | -52.4% | -34.9% |
| 6M | +186.5% | +13.3% | +173.2% | +173.6% |
| YTD | +163.4% | -7.9% | +171.3% | +192.4% |
| 1Y | +249.5% | -22.1% | +271.6% | +350.3% |
| All | +304.8% | -16.1% | +320.9% | +377.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling