+1,743.1%
MRVL vs UPS
+266.2%
+1,476.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.2% | +7.8% |
| 7D | +3.2% | -2.9% | +6.1% | +5.2% |
| 30D | +5.9% | -3.5% | +9.4% | +8.5% |
| 3M | -29.3% | -5.7% | -23.6% | -26.8% |
| 6M | +186.5% | -4.4% | +190.9% | +192.7% |
| YTD | +163.4% | +8.0% | +155.4% | +145.8% |
| 1Y | +249.5% | +29.0% | +220.5% | +186.0% |
| 3Y | +289.4% | -27.7% | +317.1% | +347.8% |
| 5Y | +270.2% | -34.3% | +304.6% | +361.7% |
| 10Y | +1,748.8% | +37.8% | +1,711.0% | +1,106.9% |
| All | +1,743.1% | +266.2% | +1,476.9% | +285.9% |
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