+1,192.7%
MRVL vs UL
+949.6%
+243.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.7% | -5.0% |
| 7D | +11.0% | +1.1% | +9.9% | +10.6% |
| 30D | -36.1% | +4.5% | -40.6% | -37.5% |
| 3M | -29.4% | +6.5% | -35.9% | -31.7% |
| 6M | -11.9% | +18.2% | -30.0% | -19.3% |
| YTD | +84.8% | +4.7% | +80.1% | +76.0% |
| 1Y | +79.4% | +0.8% | +78.6% | +73.1% |
| 3Y | +195.7% | +35.9% | +159.9% | +145.8% |
| 5Y | +117.2% | +33.4% | +83.8% | +80.4% |
| 10Y | +1,193.7% | +106.9% | +1,086.8% | +792.4% |
| All | +1,192.7% | +949.6% | +243.1% | +828.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling