+1,743.1%
MRVL vs ECL
+1,908.4%
-165.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | +3.2% | -2.6% | +5.8% | +5.0% |
| 30D | +5.9% | -2.2% | +8.1% | +7.3% |
| 3M | -29.3% | +10.1% | -39.4% | -34.9% |
| 6M | +186.5% | -5.7% | +192.2% | +192.7% |
| YTD | +163.4% | +7.0% | +156.5% | +146.7% |
| 1Y | +249.5% | +2.7% | +246.8% | +234.1% |
| 3Y | +289.4% | +57.7% | +231.6% | +175.7% |
| 5Y | +270.2% | +31.1% | +239.1% | +196.6% |
| 10Y | +1,748.8% | +150.9% | +1,598.0% | +820.6% |
| All | +1,743.1% | +1,908.4% | -165.4% | +129.0% |
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