+1,224.2%
MRVL vs T
+55.0%
+1,169.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | -10.2% | +2.6% | -12.8% | -10.4% |
| 30D | -43.9% | -1.1% | -42.8% | -44.0% |
| 3M | -26.0% | -7.7% | -18.2% | -25.7% |
| 6M | -9.2% | -10.6% | +1.4% | -8.6% |
| YTD | +82.0% | -7.5% | +89.4% | +80.8% |
| 1Y | +65.9% | -7.4% | +73.3% | +64.6% |
| 3Y | +185.0% | +63.1% | +122.0% | +128.1% |
| 5Y | +121.5% | +55.2% | +66.3% | +77.6% |
| 10Y | +1,224.2% | +58.8% | +1,165.4% | +966.6% |
| All | +1,224.2% | +55.0% | +1,169.2% | +966.6% |
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