+120.8%
MRVL vs USAR
-18.7%
+139.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.1% | +4.8% |
| 7D | -28.1% | -14.5% | -13.6% | -27.0% |
| 30D | -50.4% | -37.8% | -12.6% | -48.5% |
| 3M | -32.9% | -52.8% | +19.8% | -29.1% |
| 6M | -17.9% | -71.2% | +53.3% | -11.5% |
| YTD | +66.4% | -30.9% | +97.3% | +78.4% |
| 1Y | +51.5% | -48.0% | +99.6% | +62.4% |
| 3Y | +177.9% | -19.7% | +197.6% | +215.4% |
| All | +120.8% | -18.7% | +139.5% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling