+306.7%
MRVL vs RVMD
+536.1%
-229.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.1% |
| 7D | +8.7% | -3.6% | +12.2% | +9.4% |
| 30D | +6.9% | -1.1% | +8.0% | +7.2% |
| 3M | -10.1% | +41.0% | -51.2% | -14.7% |
| 6M | +143.4% | +105.7% | +37.7% | +113.5% |
| YTD | +167.5% | +155.3% | +12.2% | +120.5% |
| 1Y | +239.0% | +402.7% | -163.8% | +136.5% |
| All | +306.7% | +536.1% | -229.3% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling