+121.5%
MRVL vs EMB
+6.8%
+114.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +1.3% |
| 7D | -10.2% | +0.5% | -10.7% | -11.2% |
| 30D | -43.9% | +0.9% | -44.8% | -45.1% |
| 3M | -26.0% | -2.1% | -23.8% | -22.0% |
| 6M | -9.2% | -2.2% | -7.0% | -3.1% |
| YTD | +82.0% | -0.6% | +82.6% | +88.3% |
| 1Y | +65.9% | +0.2% | +65.7% | +68.9% |
| 3Y | +185.0% | +29.5% | +155.5% | +74.9% |
| 5Y | +121.5% | +8.0% | +113.5% | +114.3% |
| All | +121.5% | +6.8% | +114.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling