+550.1%
MRVL vs BOXX
+18.4%
+531.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +8.7% | 0.0% | +8.6% | +8.7% |
| 30D | +6.9% | +0.3% | +6.6% | +7.3% |
| 3M | -10.1% | +1.0% | -11.1% | -10.4% |
| 6M | +143.4% | +1.9% | +141.5% | +129.6% |
| YTD | +167.5% | +2.6% | +164.8% | +143.3% |
| 1Y | +239.0% | +4.0% | +235.0% | +192.3% |
| 3Y | +311.0% | +14.6% | +296.4% | +529.2% |
| All | +550.1% | +18.4% | +531.7% | +1,534.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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