+1,925.8%
MRVL vs UMC
+1,863.6%
+62.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +2.7% |
| 7D | +5.6% | +9.0% | -3.4% | +0.7% |
| 30D | +8.8% | +17.2% | -8.5% | -0.9% |
| 3M | -15.9% | +11.4% | -27.3% | -21.5% |
| 6M | +161.3% | +137.5% | +23.7% | +57.6% |
| YTD | +178.2% | +193.1% | -14.9% | +42.8% |
| 1Y | +255.3% | +240.3% | +15.0% | +66.9% |
| 3Y | +323.1% | +262.2% | +60.9% | +93.9% |
| 5Y | +293.2% | +143.1% | +150.1% | +116.6% |
| All | +1,925.8% | +1,863.6% | +62.2% | +366.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling