+1,192.7%
MRVL vs EME
+12,694.9%
-11,502.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.4% |
| 7D | +11.0% | +8.4% | +2.7% | +6.6% |
| 30D | -36.1% | -11.5% | -24.6% | -31.3% |
| 3M | -29.4% | -20.6% | -8.8% | -19.5% |
| 6M | -11.9% | -28.5% | +16.6% | +7.6% |
| YTD | +84.8% | +8.0% | +76.8% | +82.3% |
| 1Y | +79.4% | +6.8% | +72.7% | +78.1% |
| 3Y | +195.7% | +213.9% | -18.2% | +75.1% |
| 5Y | +117.2% | +414.8% | -297.6% | +2.5% |
| 10Y | +1,193.7% | +916.9% | +276.8% | +311.8% |
| All | +1,192.7% | +12,694.9% | -11,502.2% | +16.7% |
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