+177.9%
MRVL vs T
+58.8%
+119.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.1% |
| 7D | -28.1% | +1.0% | -29.1% | -27.5% |
| 30D | -50.4% | -10.6% | -39.8% | -53.3% |
| 3M | -32.9% | -7.7% | -25.2% | -35.1% |
| 6M | -17.9% | -13.3% | -4.6% | -20.8% |
| YTD | +66.4% | -8.8% | +75.2% | +66.3% |
| 1Y | +51.5% | -8.4% | +59.9% | +52.1% |
| 3Y | +177.9% | +59.6% | +118.2% | +329.5% |
| All | +177.9% | +58.8% | +119.0% | +329.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling