+1,149.2%
MRVL vs Z
+6.9%
+1,142.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.2% | +6.5% |
| 7D | -28.1% | -4.6% | -23.6% | -27.3% |
| 30D | -50.4% | +8.3% | -58.7% | -52.3% |
| 3M | -32.9% | -11.6% | -21.3% | -31.9% |
| 6M | -17.9% | -33.6% | +15.7% | -10.1% |
| YTD | +66.4% | -56.7% | +123.1% | +106.2% |
| 1Y | +51.5% | -59.1% | +110.7% | +91.1% |
| 3Y | +177.9% | -20.4% | +198.3% | +167.6% |
| 5Y | +100.0% | -55.3% | +155.3% | +122.1% |
| 10Y | +1,108.1% | -14.2% | +1,122.4% | +957.7% |
| All | +1,149.2% | +6.9% | +1,142.4% | +975.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling