+1,832.5%
MRVL vs T
+65.0%
+1,767.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +7.1% | -1.5% | +8.7% | +7.3% |
| 30D | +3.1% | +7.6% | -4.5% | +2.1% |
| 3M | -21.9% | +15.3% | -37.2% | -23.6% |
| 6M | +151.8% | -8.5% | +160.3% | +155.8% |
| YTD | +165.6% | +6.8% | +158.9% | +161.0% |
| 1Y | +242.3% | -7.2% | +249.5% | +245.6% |
| 3Y | +308.2% | +108.2% | +199.9% | +209.9% |
| 5Y | +280.4% | +66.1% | +214.3% | +210.6% |
| 10Y | +1,832.5% | +65.3% | +1,767.2% | +1,460.2% |
| All | +1,832.5% | +65.0% | +1,767.6% | +1,460.2% |
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