+210.3%
MRVL vs USFR
+14.3%
+195.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +23.1% | +0.1% | +23.1% | +24.2% |
| 30D | -38.8% | +0.4% | -39.2% | -35.3% |
| 3M | -24.2% | +1.0% | -25.3% | -12.3% |
| 6M | 0.0% | +2.0% | -2.0% | +30.5% |
| YTD | +93.8% | +3.4% | +90.4% | +166.7% |
| 1Y | +84.4% | +4.1% | +80.3% | +158.8% |
| All | +210.3% | +14.3% | +195.9% | +485.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling