+127.8%
MRVL vs USFR
+21.4%
+106.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +23.1% | +0.1% | +23.1% | +23.5% |
| 30D | -38.8% | +0.4% | -39.2% | -37.8% |
| 3M | -24.2% | +1.0% | -25.3% | -21.0% |
| 6M | 0.0% | +2.0% | -2.0% | +7.6% |
| YTD | +93.8% | +3.4% | +90.4% | +110.9% |
| 1Y | +84.4% | +4.1% | +80.3% | +101.4% |
| 3Y | +203.6% | +14.4% | +189.2% | +228.9% |
| 5Y | +127.8% | +21.4% | +106.4% | +142.3% |
| All | +127.8% | +21.4% | +106.4% | +142.3% |
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 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