+82.7%
MRVL vs UMC
+112.5%
-29.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.1% | -5.0% | -6.0% |
| 7D | -36.5% | -14.7% | -21.8% | -31.0% |
| 30D | -41.1% | -32.9% | -8.2% | -28.5% |
| 3M | -26.9% | -22.2% | -4.7% | -17.3% |
| 6M | -2.3% | +25.9% | -28.2% | -0.1% |
| YTD | +88.4% | +107.9% | -19.6% | +75.4% |
| 1Y | +82.7% | +115.0% | -32.3% | +64.1% |
| All | +82.7% | +112.5% | -29.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling