+153.8%
MRVL vs RSG
-2.5%
+156.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.9% |
| 7D | +13.8% | 0.0% | +13.8% | +13.8% |
| 30D | +12.7% | +3.7% | +9.0% | +19.6% |
| 3M | -11.9% | +6.2% | -18.1% | -0.6% |
| 6M | +153.8% | -2.8% | +156.6% | +161.8% |
| All | +153.8% | -2.5% | +156.4% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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