+134.1%
MRVL vs RVTY
-9.4%
+143.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.9% | +9.6% |
| 7D | +5.6% | -0.7% | +6.4% | +6.7% |
| 30D | -36.5% | +1.7% | -38.2% | -36.5% |
| 3M | -20.5% | +36.8% | -57.3% | -33.0% |
| 6M | -1.1% | +60.1% | -61.2% | -25.1% |
| YTD | +99.0% | +64.0% | +35.0% | +45.1% |
| 1Y | +89.3% | +68.2% | +21.1% | +35.4% |
| 3Y | +211.6% | +88.8% | +122.9% | +89.3% |
| 5Y | +134.1% | -10.5% | +144.6% | +151.3% |
| All | +134.1% | -9.4% | +143.4% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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