+252.3%
MRVL vs Z
-64.1%
+316.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +4.9% | +4.2% |
| 7D | +13.8% | -7.1% | +20.9% | +13.4% |
| 30D | +12.7% | -4.8% | +17.5% | +12.3% |
| 3M | -11.9% | -9.3% | -2.6% | -10.6% |
| 6M | +153.8% | -29.0% | +182.8% | +161.7% |
| YTD | +177.0% | -52.9% | +229.8% | +198.6% |
| 1Y | +252.3% | -63.1% | +315.5% | +279.5% |
| All | +252.3% | -64.1% | +316.5% | +279.5% |
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