+298.8%
MRVL vs T
+106.0%
+192.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.9% | +9.0% | +5.8% |
| 7D | +3.2% | -1.3% | +4.5% | +2.4% |
| 30D | +5.9% | +11.4% | -5.4% | +13.7% |
| 3M | -29.3% | +14.3% | -43.6% | -21.3% |
| 6M | +186.5% | -9.3% | +195.7% | +185.3% |
| YTD | +163.4% | +7.1% | +156.3% | +186.1% |
| 1Y | +249.5% | -9.1% | +258.6% | +249.9% |
| All | +298.8% | +106.0% | +192.7% | +458.2% |
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 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