+1,265.9%
MRVL vs Z
+4.8%
+1,261.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.5% |
| 7D | -10.2% | -6.5% | -3.8% | -8.4% |
| 30D | -43.9% | -0.1% | -43.8% | -44.6% |
| 3M | -26.0% | -14.1% | -11.8% | -24.2% |
| 6M | -9.2% | -30.1% | +20.8% | -2.2% |
| YTD | +82.0% | -57.5% | +139.5% | +126.8% |
| 1Y | +65.9% | -60.3% | +126.2% | +111.3% |
| 3Y | +185.0% | -21.0% | +206.1% | +175.3% |
| 5Y | +121.5% | -54.9% | +176.4% | +145.6% |
| 10Y | +1,224.2% | -16.0% | +1,240.2% | +1,066.6% |
| All | +1,265.9% | +4.8% | +1,261.1% | +1,082.9% |
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