+308.2%
MRVL vs ROST
+97.9%
+210.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | +3.1% | -10.0% | +13.0% | +8.5% |
| 3M | -21.9% | +1.2% | -23.2% | -24.1% |
| 6M | +151.8% | +8.9% | +142.9% | +132.2% |
| YTD | +165.6% | +28.1% | +137.6% | +117.4% |
| 1Y | +242.3% | +53.0% | +189.3% | +145.2% |
| 3Y | +308.2% | +97.9% | +210.3% | +139.0% |
| All | +308.2% | +97.9% | +210.3% | +139.0% |
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