+811.4%
MRVL vs RVMD
+644.5%
+166.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.5% | +7.1% |
| 7D | +3.2% | +1.0% | +2.2% | +3.0% |
| 30D | +5.9% | +6.4% | -0.5% | +4.5% |
| 3M | -29.3% | +34.9% | -64.2% | -33.6% |
| 6M | +186.5% | +107.6% | +78.9% | +138.7% |
| YTD | +163.4% | +163.7% | -0.2% | +102.7% |
| 1Y | +249.5% | +439.2% | -189.7% | +123.1% |
| 3Y | +289.4% | +499.2% | -209.8% | +130.9% |
| 5Y | +270.2% | +621.7% | -351.5% | +89.8% |
| All | +811.4% | +644.5% | +166.9% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling