+271.9%
MRVL vs Z
-64.8%
+336.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.1% | +9.2% | +7.8% |
| 7D | +3.2% | -3.0% | +6.2% | +4.2% |
| 30D | +5.9% | -4.2% | +10.1% | +6.8% |
| 3M | -29.3% | -3.7% | -25.6% | -29.9% |
| 6M | +186.5% | -24.5% | +211.0% | +208.2% |
| YTD | +163.4% | -49.3% | +212.7% | +229.9% |
| 1Y | +249.5% | -58.7% | +308.2% | +371.7% |
| 3Y | +289.4% | -34.1% | +323.5% | +305.2% |
| All | +271.9% | -64.8% | +336.7% | +277.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling