+308.2%
MRVL vs UL
+24.1%
+284.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.3% |
| 7D | +7.1% | -1.3% | +8.4% | +6.5% |
| 30D | +3.1% | +0.9% | +2.1% | +3.7% |
| 3M | -21.9% | +14.2% | -36.2% | -16.6% |
| 6M | +151.8% | -3.2% | +155.0% | +161.8% |
| YTD | +165.6% | -0.3% | +166.0% | +178.8% |
| 1Y | +242.3% | -8.8% | +251.0% | +254.4% |
| 3Y | +308.2% | +23.9% | +284.3% | +312.5% |
| All | +308.2% | +24.1% | +284.1% | +312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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