+1,743.1%
MRVL vs EME
+14,526.6%
-12,783.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +6.1% |
| 7D | +3.2% | +1.9% | +1.3% | +2.2% |
| 30D | +5.9% | -8.3% | +14.2% | +11.0% |
| 3M | -29.3% | -10.7% | -18.6% | -23.8% |
| 6M | +186.5% | +1.9% | +184.6% | +189.3% |
| YTD | +163.4% | +23.5% | +140.0% | +140.1% |
| 1Y | +249.5% | +18.0% | +231.5% | +222.3% |
| 3Y | +289.4% | +236.1% | +53.2% | +119.2% |
| 5Y | +270.2% | +527.9% | -257.6% | +55.9% |
| 10Y | +1,748.8% | +1,252.8% | +496.1% | +404.5% |
| All | +1,743.1% | +14,526.6% | -12,783.5% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling