+280.4%
MRVL vs EMR
+62.8%
+217.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.3% |
| 7D | +7.1% | +3.1% | +4.1% | +4.0% |
| 30D | +3.1% | -3.5% | +6.6% | +6.6% |
| 3M | -21.9% | +9.8% | -31.7% | -28.9% |
| 6M | +151.8% | +10.8% | +141.1% | +128.6% |
| YTD | +165.6% | +15.9% | +149.7% | +124.1% |
| 1Y | +242.3% | +16.4% | +225.8% | +185.3% |
| 3Y | +308.2% | +62.1% | +246.1% | +141.7% |
| 5Y | +280.4% | +62.9% | +217.5% | +117.1% |
| All | +280.4% | +62.8% | +217.6% | +117.1% |
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