+1,192.7%
MRVL vs EMR
+974.1%
+218.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | +2.8% | +8.2% | +8.9% |
| 30D | -36.1% | +3.7% | -39.7% | -37.4% |
| 3M | -29.4% | +2.0% | -31.5% | -30.1% |
| 6M | -11.9% | +22.1% | -34.0% | -22.7% |
| YTD | +84.8% | +27.2% | +57.5% | +55.7% |
| 1Y | +79.4% | +32.0% | +47.4% | +47.4% |
| 3Y | +195.7% | +103.3% | +92.5% | +82.4% |
| 5Y | +117.2% | +88.2% | +29.0% | +44.1% |
| 10Y | +1,193.7% | +280.4% | +913.3% | +380.3% |
| All | +1,192.7% | +974.1% | +218.6% | +99.0% |
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