+79.4%
MRVL vs ROST
+43.7%
+35.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.3% | -4.6% |
| 7D | +11.0% | +0.3% | +10.8% | +11.1% |
| 30D | -36.1% | +0.5% | -36.6% | -35.6% |
| 3M | -29.4% | -5.2% | -24.2% | -28.4% |
| 6M | -11.9% | +9.8% | -21.7% | -15.6% |
| YTD | +84.8% | +29.4% | +55.4% | +65.8% |
| 1Y | +79.4% | +44.4% | +35.1% | +53.7% |
| All | +79.4% | +43.7% | +35.7% | +53.7% |
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