+82.7%
MRVL vs Z
-54.2%
+136.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +9.4% | -16.5% | -5.7% |
| 7D | -36.5% | +10.2% | -46.7% | -35.4% |
| 30D | -41.1% | +23.7% | -64.8% | -39.6% |
| 3M | -26.9% | -6.6% | -20.3% | -26.2% |
| 6M | -2.3% | -23.0% | +20.7% | +3.3% |
| YTD | +88.4% | -50.3% | +138.7% | +116.7% |
| 1Y | +82.7% | -53.6% | +136.3% | +115.8% |
| All | +82.7% | -54.2% | +136.9% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling