+1,173.1%
MRVL vs RRC
+73.1%
+1,100.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.8% |
| 7D | +11.0% | +6.4% | +4.6% | +9.8% |
| 30D | -36.1% | +23.9% | -60.0% | -38.6% |
| 3M | -29.4% | +30.2% | -59.6% | -32.9% |
| 6M | -11.9% | +26.3% | -38.1% | -16.1% |
| YTD | +84.8% | +48.1% | +36.7% | +69.9% |
| 1Y | +79.4% | +37.7% | +41.7% | +67.3% |
| 3Y | +195.7% | +60.3% | +135.5% | +170.0% |
| 5Y | +117.2% | +135.3% | -18.1% | +84.7% |
| All | +1,173.1% | +73.1% | +1,100.1% | +823.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling