+1,173.1%
MRVL vs ECL
+2,106.6%
-933.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -10.2% | +0.4% | -10.7% | -10.4% |
| 30D | -43.9% | +8.6% | -52.5% | -47.2% |
| 3M | -26.0% | +7.9% | -33.8% | -30.3% |
| 6M | -9.2% | +21.0% | -30.2% | -22.1% |
| YTD | +82.0% | +17.5% | +64.5% | +58.9% |
| 1Y | +65.9% | +19.7% | +46.2% | +42.7% |
| 3Y | +185.0% | +77.4% | +107.6% | +85.4% |
| 5Y | +121.5% | +38.7% | +82.8% | +69.9% |
| 10Y | +1,224.2% | +193.5% | +1,030.7% | +489.9% |
| All | +1,173.1% | +2,106.6% | -933.5% | +47.5% |
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