-11.9%
MRVL vs ROST
+7.2%
-19.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.3% | -5.2% |
| 7D | +11.0% | +0.3% | +10.8% | +11.2% |
| 30D | -36.1% | +0.5% | -36.6% | -35.0% |
| 3M | -29.4% | -5.2% | -24.2% | -28.9% |
| 6M | -11.9% | +9.8% | -21.7% | -12.0% |
| All | -11.9% | +7.2% | -19.0% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling