+1,173.1%
MRVL vs EEM
+121.0%
+1,052.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.2% |
| 7D | +11.0% | +2.7% | +8.3% | +7.4% |
| 30D | -36.1% | -5.4% | -30.7% | -29.2% |
| 3M | -29.4% | -8.6% | -20.8% | -17.0% |
| 6M | -11.9% | -8.9% | -3.0% | +9.4% |
| YTD | +84.8% | +11.9% | +72.8% | +74.7% |
| 1Y | +79.4% | +13.1% | +66.3% | +68.1% |
| 3Y | +195.7% | +70.7% | +125.1% | +70.2% |
| 5Y | +117.2% | +31.8% | +85.4% | +75.8% |
| All | +1,173.1% | +121.0% | +1,052.1% | +598.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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