+1,001.3%
MRVL vs USB
+569.6%
+431.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.1% | -14.3% | -15.5% |
| 7D | -38.8% | -1.5% | -37.4% | -38.4% |
| 30D | -53.5% | +4.3% | -57.8% | -54.5% |
| 3M | -36.7% | -6.1% | -30.6% | -35.4% |
| 6M | -20.8% | +9.4% | -30.2% | -25.1% |
| YTD | +57.4% | +15.2% | +42.3% | +45.3% |
| 1Y | +44.0% | +32.8% | +11.2% | +24.7% |
| 3Y | +162.2% | +91.3% | +70.9% | +92.6% |
| 5Y | +89.2% | +22.7% | +66.5% | +66.1% |
| 10Y | +1,042.7% | +97.0% | +945.6% | +662.3% |
| All | +1,001.3% | +569.6% | +431.7% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling