+1,192.7%
MRVL vs UPS
+302.4%
+890.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -5.9% |
| 7D | +11.0% | +3.8% | +7.2% | +8.4% |
| 30D | -36.1% | +17.4% | -53.4% | -43.0% |
| 3M | -29.4% | +8.2% | -37.6% | -34.0% |
| 6M | -11.9% | +17.9% | -29.8% | -22.6% |
| YTD | +84.8% | +18.7% | +66.1% | +59.4% |
| 1Y | +79.4% | +24.8% | +54.6% | +49.3% |
| 3Y | +195.7% | -4.5% | +200.3% | +175.1% |
| 5Y | +117.2% | -33.2% | +150.4% | +166.2% |
| 10Y | +1,193.7% | +44.2% | +1,149.5% | +712.2% |
| All | +1,192.7% | +302.4% | +890.3% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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