+1,292.0%
MRVL vs ROP
+4,098.5%
-2,806.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.7% | +8.9% |
| 7D | +5.6% | -2.9% | +8.6% | +7.5% |
| 30D | -36.5% | +30.1% | -66.6% | -47.8% |
| 3M | -20.5% | +19.9% | -40.4% | -31.8% |
| 6M | -1.1% | +46.0% | -47.2% | -29.2% |
| YTD | +99.0% | +8.4% | +90.6% | +71.6% |
| 1Y | +89.3% | +8.8% | +80.5% | +62.6% |
| 3Y | +211.6% | -5.6% | +217.3% | +196.3% |
| 5Y | +134.1% | +3.0% | +131.0% | +113.3% |
| 10Y | +1,293.1% | +184.0% | +1,109.1% | +522.3% |
| All | +1,292.0% | +4,098.5% | -2,806.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling