+195.7%
MRVL vs ROST
+94.3%
+101.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.3% | -3.6% |
| 7D | +11.0% | +0.3% | +10.8% | +11.1% |
| 30D | -36.1% | +0.5% | -36.6% | -36.2% |
| 3M | -29.4% | -5.2% | -24.2% | -28.0% |
| 6M | -11.9% | +9.8% | -21.7% | -19.2% |
| YTD | +84.8% | +29.4% | +55.4% | +50.5% |
| 1Y | +79.4% | +44.4% | +35.1% | +34.8% |
| 3Y | +195.7% | +95.0% | +100.7% | +79.4% |
| All | +195.7% | +94.3% | +101.5% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling