+1,128.8%
MRVL vs USFR
+28.6%
+1,100.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | +0.1% | +11.0% | +11.0% |
| 30D | -36.1% | +0.4% | -36.4% | -36.2% |
| 3M | -29.4% | +1.1% | -30.5% | -29.7% |
| 6M | -11.9% | +2.0% | -13.9% | -12.5% |
| YTD | +84.8% | +3.5% | +81.3% | +82.5% |
| 1Y | +79.4% | +4.1% | +75.3% | +76.7% |
| 3Y | +195.7% | +14.4% | +181.4% | +179.7% |
| 5Y | +117.2% | +21.4% | +95.8% | +100.0% |
| 10Y | +1,193.7% | +28.6% | +1,165.2% | +1,065.2% |
| All | +1,128.8% | +28.6% | +1,100.1% | +986.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling