+186.5%
MRVL vs EMR
+4.5%
+182.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +5.3% |
| 7D | +3.2% | -1.5% | +4.7% | +4.8% |
| 30D | +5.9% | -5.6% | +11.6% | +12.3% |
| 3M | -29.3% | +7.9% | -37.3% | -34.2% |
| 6M | +186.5% | +6.0% | +180.5% | +176.5% |
| All | +186.5% | +4.5% | +182.0% | +176.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling