+1,073.7%
MRVL vs UMC
+277.8%
+795.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.2% | -1.6% |
| 7D | +7.1% | +6.6% | +0.5% | +3.9% |
| 30D | +3.1% | +16.6% | -13.5% | -4.6% |
| 3M | -21.9% | +11.0% | -33.0% | -25.9% |
| 6M | +151.8% | +131.3% | +20.6% | +66.6% |
| YTD | +165.6% | +182.5% | -16.9% | +55.1% |
| 1Y | +242.3% | +222.3% | +20.0% | +87.8% |
| 3Y | +308.2% | +253.0% | +55.1% | +117.1% |
| 5Y | +280.4% | +141.8% | +138.5% | +148.3% |
| 10Y | +1,832.5% | +1,772.2% | +60.3% | +357.0% |
| All | +1,073.7% | +277.8% | +795.9% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling