+249.5%
MRVL vs USAR
+74.0%
+175.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.1% |
| 7D | +3.2% | -2.1% | +5.3% | +3.3% |
| 30D | +5.9% | +2.6% | +3.3% | +5.6% |
| 3M | -29.3% | -35.0% | +5.7% | -28.0% |
| 6M | +186.5% | -6.9% | +193.4% | +189.9% |
| YTD | +163.4% | +48.0% | +115.5% | +166.7% |
| 1Y | +249.5% | +24.8% | +224.7% | +254.7% |
| 3Y | +289.4% | +73.2% | +216.1% | +333.8% |
| All | +249.5% | +74.0% | +175.5% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling