-11.9%
MRVL vs EME
-29.7%
+17.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.1% |
| 7D | +11.0% | +8.4% | +2.7% | +2.2% |
| 30D | -36.1% | -11.5% | -24.6% | -27.2% |
| 3M | -29.4% | -20.6% | -8.8% | -9.7% |
| 6M | -11.9% | -28.5% | +16.6% | +56.4% |
| All | -11.9% | -29.7% | +17.9% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 6mo: compounded portfolio wealth divided by compounded EME 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…
6mo analysis · Full analysis span regression · 6 months rolling