+321.2%
MRVL vs UMC
+262.0%
+59.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +1.9% |
| 7D | +13.8% | +13.6% | +0.2% | +5.6% |
| 30D | +12.7% | +20.8% | -8.1% | +0.3% |
| 3M | -11.9% | +16.1% | -28.1% | -19.9% |
| 6M | +153.8% | +137.3% | +16.5% | +48.0% |
| YTD | +177.0% | +193.8% | -16.8% | +29.5% |
| 1Y | +252.3% | +236.1% | +16.3% | +46.2% |
| All | +321.2% | +262.0% | +59.2% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling