+126.4%
MRVL vs USB
+24.8%
+101.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.9% | -9.0% | -8.1% |
| 7D | -36.5% | +2.4% | -38.9% | -37.5% |
| 30D | -41.1% | +6.6% | -47.6% | -43.5% |
| 3M | -26.9% | -4.1% | -22.8% | -25.9% |
| 6M | -2.3% | +12.5% | -14.8% | -11.1% |
| YTD | +88.4% | +17.6% | +70.7% | +65.7% |
| 1Y | +82.7% | +36.5% | +46.2% | +46.3% |
| 3Y | +213.8% | +95.4% | +118.4% | +99.2% |
| All | +126.4% | +24.8% | +101.6% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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