+249.5%
MRVL vs ROST
+54.0%
+195.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.5% | +7.1% |
| 7D | +3.2% | +0.9% | +2.3% | +3.1% |
| 30D | +5.9% | -8.9% | +14.8% | +7.9% |
| 3M | -29.3% | -0.8% | -28.5% | -29.9% |
| 6M | +186.5% | +8.5% | +178.0% | +169.5% |
| YTD | +163.4% | +28.6% | +134.9% | +127.2% |
| 1Y | +249.5% | +52.3% | +197.2% | +169.9% |
| All | +249.5% | +54.0% | +195.5% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling