+1,173.1%
MRVL vs T
+60.4%
+1,112.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | +2.5% | +8.5% | +10.8% |
| 30D | -36.1% | -3.8% | -32.3% | -35.9% |
| 3M | -29.4% | -8.7% | -20.7% | -29.1% |
| 6M | -11.9% | -8.1% | -3.7% | -11.6% |
| YTD | +84.8% | -6.4% | +91.2% | +83.4% |
| 1Y | +79.4% | -9.8% | +89.2% | +79.3% |
| 3Y | +195.7% | +65.5% | +130.3% | +136.1% |
| 5Y | +117.2% | +57.0% | +60.2% | +74.0% |
| All | +1,173.1% | +60.4% | +1,112.8% | +906.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling