+285.6%
MRVL vs UMC
+143.5%
+142.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +2.3% |
| 7D | +5.6% | +9.0% | -3.4% | -1.1% |
| 30D | +8.8% | +17.2% | -8.5% | -4.2% |
| 3M | -15.9% | +11.4% | -27.3% | -24.5% |
| 6M | +161.3% | +137.5% | +23.7% | +23.0% |
| YTD | +178.2% | +193.1% | -14.9% | -0.5% |
| 1Y | +255.3% | +240.3% | +15.0% | +9.2% |
| 3Y | +323.1% | +262.2% | +60.9% | +18.2% |
| All | +285.6% | +143.5% | +142.1% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling