+255.3%
MRVL vs USFR
+4.1%
+251.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +7.2% |
| 7D | +5.6% | +0.1% | +5.5% | +11.7% |
| 30D | +8.8% | +0.4% | +8.4% | +26.9% |
| 3M | -15.9% | +1.0% | -16.9% | +35.6% |
| 6M | +161.3% | +2.0% | +159.3% | +381.9% |
| YTD | +178.2% | +2.8% | +175.5% | +446.3% |
| 1Y | +255.3% | +4.1% | +251.2% | +807.3% |
| All | +255.3% | +4.1% | +251.2% | +807.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling