+1,292.0%
MRVL vs ECL
+2,119.8%
-827.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.7% | +8.9% |
| 7D | +5.6% | -2.3% | +7.9% | +7.6% |
| 30D | -36.5% | +8.3% | -44.8% | -40.1% |
| 3M | -20.5% | +8.4% | -28.9% | -25.3% |
| 6M | -1.1% | +23.3% | -24.4% | -16.2% |
| YTD | +99.0% | +18.2% | +80.8% | +73.1% |
| 1Y | +89.3% | +18.8% | +70.5% | +63.8% |
| 3Y | +211.6% | +78.5% | +133.2% | +101.9% |
| 5Y | +134.1% | +40.1% | +94.0% | +78.5% |
| 10Y | +1,293.1% | +196.5% | +1,096.6% | +516.8% |
| All | +1,292.0% | +2,119.8% | -827.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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