+82.7%
MRVL vs ROST
+54.7%
+28.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.1% | -13.2% | -6.4% |
| 7D | -36.5% | +7.8% | -44.3% | -35.9% |
| 30D | -41.1% | +8.6% | -49.6% | -40.6% |
| 3M | -26.9% | -1.9% | -24.9% | -25.6% |
| 6M | -2.3% | +9.1% | -11.5% | -3.5% |
| YTD | +88.4% | +37.2% | +51.1% | +69.8% |
| 1Y | +82.7% | +52.7% | +30.0% | +62.4% |
| All | +82.7% | +54.7% | +28.1% | +62.4% |
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