+1,743.1%
MRVL vs ROST
+13,449.0%
-11,706.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.5% | +7.2% |
| 7D | +3.2% | +0.9% | +2.3% | +2.7% |
| 30D | +5.9% | -8.9% | +14.8% | +10.0% |
| 3M | -29.3% | -0.8% | -28.5% | -30.0% |
| 6M | +186.5% | +8.5% | +178.0% | +171.7% |
| YTD | +163.4% | +28.6% | +134.9% | +130.1% |
| 1Y | +249.5% | +52.3% | +197.2% | +181.4% |
| 3Y | +289.4% | +94.8% | +194.5% | +179.5% |
| 5Y | +270.2% | +110.8% | +159.5% | +152.8% |
| 10Y | +1,748.8% | +304.5% | +1,444.3% | +770.0% |
| All | +1,743.1% | +13,449.0% | -11,706.0% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling