+1,064.4%
MRVL vs URI
+5,807.1%
-4,742.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.3% |
| 7D | -28.1% | -9.8% | -18.3% | -24.9% |
| 30D | -50.4% | +1.7% | -52.1% | -50.6% |
| 3M | -32.9% | -9.1% | -23.9% | -30.3% |
| 6M | -17.9% | +9.9% | -27.8% | -20.3% |
| YTD | +66.4% | +31.2% | +35.2% | +48.6% |
| 1Y | +51.5% | +25.9% | +25.6% | +37.6% |
| 3Y | +177.9% | +147.4% | +30.5% | +96.2% |
| 5Y | +100.0% | +179.7% | -79.7% | +36.1% |
| 10Y | +1,108.1% | +1,419.5% | -311.4% | +319.9% |
| All | +1,064.4% | +5,807.1% | -4,742.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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