+1,847.4%
MRVL vs ROST
+308.3%
+1,539.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | +8.7% | -2.5% | +11.2% | +9.9% |
| 30D | +6.9% | -10.3% | +17.2% | +12.0% |
| 3M | -10.1% | -2.6% | -7.5% | -10.2% |
| 6M | +143.4% | +6.5% | +136.9% | +132.0% |
| YTD | +167.5% | +25.9% | +141.5% | +133.1% |
| 1Y | +239.0% | +52.3% | +186.6% | +167.7% |
| 3Y | +311.0% | +94.6% | +216.4% | +187.3% |
| 5Y | +278.0% | +111.1% | +166.9% | +147.9% |
| All | +1,847.4% | +308.3% | +1,539.0% | +868.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling