+290.9%
MRVL vs USFR
+20.4%
+270.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +13.8% | +0.1% | +13.8% | +14.1% |
| 30D | +12.7% | +0.3% | +12.4% | +14.0% |
| 3M | -11.9% | +1.0% | -12.9% | -8.6% |
| 6M | +153.8% | +1.9% | +151.9% | +166.6% |
| YTD | +177.0% | +2.7% | +174.3% | +192.7% |
| 1Y | +252.3% | +4.0% | +248.4% | +276.7% |
| 3Y | +325.5% | +14.0% | +311.5% | +358.6% |
| 5Y | +290.9% | +20.4% | +270.5% | +325.5% |
| All | +290.9% | +20.4% | +270.5% | +325.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling