+118.8%
MRVL vs EMR
+87.8%
+31.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | +2.8% | +8.2% | +8.0% |
| 30D | -36.1% | +3.7% | -39.7% | -38.0% |
| 3M | -29.4% | +2.0% | -31.5% | -30.5% |
| 6M | -11.9% | +22.1% | -34.0% | -27.1% |
| YTD | +84.8% | +27.2% | +57.5% | +42.2% |
| 1Y | +79.4% | +32.0% | +47.4% | +33.0% |
| 3Y | +195.7% | +103.3% | +92.5% | +36.7% |
| All | +118.8% | +87.8% | +31.1% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling