+1,235.6%
MRVL vs EMR
+279.1%
+956.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +23.1% | +2.7% | +20.5% | +20.9% |
| 30D | -38.8% | +2.1% | -40.9% | -39.4% |
| 3M | -24.2% | +2.3% | -26.5% | -25.1% |
| 6M | 0.0% | +22.5% | -22.5% | -12.9% |
| YTD | +93.8% | +27.2% | +66.7% | +62.1% |
| 1Y | +84.4% | +28.0% | +56.4% | +53.7% |
| 3Y | +203.6% | +103.4% | +100.2% | +86.1% |
| 5Y | +127.8% | +88.2% | +39.7% | +48.8% |
| All | +1,235.6% | +279.1% | +956.5% | +481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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