+177.9%
MRVL vs Z
-21.1%
+198.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.2% | +6.2% |
| 7D | -28.1% | -4.6% | -23.6% | -27.4% |
| 30D | -50.4% | +8.3% | -58.7% | -51.6% |
| 3M | -32.9% | -11.6% | -21.3% | -32.0% |
| 6M | -17.9% | -33.6% | +15.7% | -10.6% |
| YTD | +66.4% | -56.7% | +123.1% | +105.8% |
| 1Y | +51.5% | -59.1% | +110.7% | +90.9% |
| 3Y | +177.9% | -20.4% | +198.3% | +183.7% |
| All | +177.9% | -21.1% | +198.9% | +183.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling