+285.6%
MRVL vs RVMD
+576.1%
-290.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +5.6% | -3.0% | +8.6% | +6.4% |
| 30D | +8.8% | -0.7% | +9.5% | +9.0% |
| 3M | -15.9% | +36.5% | -52.4% | -21.4% |
| 6M | +161.3% | +104.6% | +56.6% | +117.4% |
| YTD | +178.2% | +155.8% | +22.4% | +113.4% |
| 1Y | +255.3% | +340.7% | -85.4% | +133.8% |
| 3Y | +323.1% | +519.9% | -196.8% | +141.1% |
| All | +285.6% | +576.1% | -290.5% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling