+1,743.1%
MRVL vs ROP
+3,470.6%
-1,727.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.6% | +10.6% | +9.4% |
| 7D | +3.2% | -4.4% | +7.6% | +6.1% |
| 30D | +5.9% | +3.2% | +2.7% | +3.3% |
| 3M | -29.3% | +23.1% | -52.4% | -41.1% |
| 6M | +186.5% | +13.3% | +173.2% | +148.8% |
| YTD | +163.4% | -7.9% | +171.3% | +160.6% |
| 1Y | +249.5% | -22.1% | +271.6% | +286.2% |
| 3Y | +289.4% | -16.8% | +306.2% | +314.4% |
| 5Y | +270.2% | -13.5% | +283.8% | +290.1% |
| 10Y | +1,748.8% | +137.7% | +1,611.1% | +855.6% |
| All | +1,743.1% | +3,470.6% | -1,727.6% | +56.3% |
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