+210.3%
MRVL vs UL
+34.6%
+175.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.3% |
| 7D | +23.1% | -2.5% | +25.6% | +21.3% |
| 30D | -38.8% | +5.7% | -44.5% | -36.0% |
| 3M | -24.2% | +7.0% | -31.2% | -20.0% |
| 6M | 0.0% | +16.1% | -16.0% | +11.3% |
| YTD | +93.8% | +3.6% | +90.3% | +111.7% |
| 1Y | +84.4% | -1.4% | +85.8% | +99.2% |
| All | +210.3% | +34.6% | +175.6% | +233.5% |
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