+1,173.1%
MRVL vs ED
+1,140.2%
+32.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -10.2% | +2.1% | -12.3% | -10.7% |
| 30D | -43.9% | +12.4% | -56.3% | -45.4% |
| 3M | -26.0% | +13.1% | -39.1% | -28.0% |
| 6M | -9.2% | +14.1% | -23.3% | -12.5% |
| YTD | +82.0% | +23.1% | +58.9% | +72.1% |
| 1Y | +65.9% | +25.4% | +40.4% | +55.9% |
| 3Y | +185.0% | +47.9% | +137.2% | +146.9% |
| 5Y | +121.5% | +81.9% | +39.6% | +78.2% |
| 10Y | +1,224.2% | +141.3% | +1,082.9% | +815.9% |
| All | +1,173.1% | +1,140.2% | +32.9% | +482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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