+115.8%
MRVL vs RRC
+111.3%
+4.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.2% | +9.4% |
| 7D | -9.8% | -10.3% | +0.5% | -6.2% |
| 30D | -43.8% | +19.5% | -63.3% | -47.2% |
| 3M | -29.3% | +27.9% | -57.2% | -35.6% |
| 6M | -9.1% | +21.2% | -30.3% | -16.1% |
| YTD | +82.2% | +39.6% | +42.7% | +57.0% |
| 1Y | +70.3% | +31.3% | +39.1% | +50.3% |
| 3Y | +197.0% | +51.9% | +145.1% | +150.4% |
| 5Y | +115.8% | +110.2% | +5.6% | +73.9% |
| All | +115.8% | +111.3% | +4.5% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling