+1,743.1%
MRVL vs EMR
+883.0%
+860.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +5.8% |
| 7D | +3.2% | -1.5% | +4.7% | +4.4% |
| 30D | +5.9% | -5.6% | +11.6% | +10.3% |
| 3M | -29.3% | +7.9% | -37.3% | -32.7% |
| 6M | +186.5% | +6.0% | +180.5% | +176.5% |
| YTD | +163.4% | +16.4% | +147.0% | +135.4% |
| 1Y | +249.5% | +16.6% | +232.9% | +211.2% |
| 3Y | +289.4% | +62.9% | +226.5% | +178.9% |
| 5Y | +270.2% | +60.1% | +210.2% | +173.1% |
| 10Y | +1,748.8% | +268.7% | +1,480.1% | +595.2% |
| All | +1,743.1% | +883.0% | +860.0% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling