+1,847.4%
MRVL vs EMR
+274.4%
+1,573.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.4% |
| 7D | +8.7% | -1.2% | +9.9% | +9.7% |
| 30D | +6.9% | -9.4% | +16.3% | +15.0% |
| 3M | -10.1% | +8.6% | -18.7% | -15.1% |
| 6M | +143.4% | +6.7% | +136.7% | +134.2% |
| YTD | +167.5% | +13.1% | +154.4% | +143.3% |
| 1Y | +239.0% | +12.7% | +226.2% | +208.2% |
| 3Y | +311.0% | +58.1% | +252.9% | +200.3% |
| 5Y | +278.0% | +63.6% | +214.3% | +172.4% |
| All | +1,847.4% | +274.4% | +1,573.0% | +826.7% |
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