+145.1%
MRVL vs USAR
-19.4%
+164.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -4.8% |
| 7D | +11.0% | -0.8% | +11.8% | +11.1% |
| 30D | -36.1% | -20.9% | -15.2% | -34.8% |
| 3M | -29.4% | -56.2% | +26.7% | -25.0% |
| 6M | -11.9% | -67.9% | +56.0% | -5.0% |
| YTD | +84.8% | -31.4% | +116.2% | +98.3% |
| 1Y | +79.4% | -45.1% | +124.5% | +92.4% |
| 3Y | +195.7% | -20.3% | +216.1% | +236.4% |
| All | +145.1% | -19.4% | +164.5% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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