+1,091.0%
MRVL vs URA
+283.4%
+807.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +3.2% |
| 7D | -28.1% | -4.1% | -24.0% | -25.8% |
| 30D | -50.4% | -19.0% | -31.4% | -43.2% |
| 3M | -32.9% | -25.1% | -7.8% | -19.7% |
| 6M | -17.9% | -44.5% | +26.5% | +17.9% |
| YTD | +66.4% | -24.3% | +90.8% | +98.8% |
| 1Y | +51.5% | -28.1% | +79.7% | +85.5% |
| 3Y | +177.9% | +40.7% | +137.2% | +130.6% |
| 5Y | +100.0% | +35.5% | +64.6% | +62.5% |
| All | +1,091.0% | +283.4% | +807.6% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling