+1,173.1%
MRVL vs EAT
+320.8%
+852.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.0% | -4.8% |
| 7D | +11.0% | -4.0% | +15.0% | +12.1% |
| 30D | -36.1% | -2.9% | -33.2% | -35.8% |
| 3M | -29.4% | -16.9% | -12.5% | -26.7% |
| 6M | -11.9% | +57.0% | -68.8% | -23.2% |
| YTD | +84.8% | +38.2% | +46.6% | +64.3% |
| 1Y | +79.4% | +69.3% | +10.1% | +50.2% |
| 3Y | +195.7% | +483.0% | -287.2% | +76.2% |
| 5Y | +117.2% | +364.1% | -247.0% | +32.6% |
| All | +1,173.1% | +320.8% | +852.3% | +503.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling