+290.9%
MRVL vs ROST
+108.0%
+182.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.0% | +5.3% |
| 7D | +13.8% | -2.2% | +16.0% | +15.3% |
| 30D | +12.7% | -11.4% | +24.1% | +20.4% |
| 3M | -11.9% | -1.6% | -10.3% | -12.8% |
| 6M | +153.8% | +6.8% | +147.0% | +137.1% |
| YTD | +177.0% | +25.8% | +151.1% | +130.3% |
| 1Y | +252.3% | +52.4% | +199.9% | +156.2% |
| 3Y | +325.5% | +94.4% | +231.2% | +159.8% |
| 5Y | +290.9% | +108.2% | +182.7% | +108.3% |
| All | +290.9% | +108.0% | +182.8% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling