+1,651.9%
MRVL vs USFR
+27.5%
+1,624.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +5.9% | +0.3% | +5.6% | +5.8% |
| 3M | -29.3% | +1.0% | -30.3% | -29.6% |
| 6M | +186.5% | +1.9% | +184.5% | +184.4% |
| YTD | +163.4% | +2.6% | +160.8% | +160.9% |
| 1Y | +249.5% | +4.0% | +245.5% | +244.2% |
| 3Y | +289.4% | +14.1% | +275.3% | +268.2% |
| 5Y | +270.2% | +20.4% | +249.8% | +241.9% |
| 10Y | +1,748.8% | +28.0% | +1,720.8% | +1,566.2% |
| All | +1,651.9% | +27.5% | +1,624.4% | +1,453.6% |
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