+1,743.1%
MRVL vs UL
+909.7%
+833.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.1% |
| 7D | +3.2% | -1.3% | +4.5% | +3.7% |
| 30D | +5.9% | +0.5% | +5.5% | +5.6% |
| 3M | -29.3% | +17.6% | -46.9% | -34.5% |
| 6M | +186.5% | -5.4% | +191.9% | +186.7% |
| YTD | +163.4% | +0.7% | +162.7% | +156.8% |
| 1Y | +249.5% | -9.3% | +258.8% | +252.9% |
| 3Y | +289.4% | +24.5% | +264.8% | +237.7% |
| 5Y | +270.2% | +23.2% | +247.0% | +219.6% |
| 10Y | +1,748.8% | +64.5% | +1,684.3% | +1,302.3% |
| All | +1,743.1% | +909.7% | +833.4% | +1,254.5% |
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 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