+1,173.1%
MRVL vs ENB
+2,861.9%
-1,688.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -10.2% | -2.4% | -7.8% | -9.2% |
| 30D | -43.9% | +2.5% | -46.4% | -44.6% |
| 3M | -26.0% | -5.8% | -20.2% | -24.3% |
| 6M | -9.2% | -8.5% | -0.7% | -6.5% |
| YTD | +82.0% | +3.9% | +78.1% | +76.4% |
| 1Y | +65.9% | +3.7% | +62.2% | +60.7% |
| 3Y | +185.0% | +70.1% | +115.0% | +117.4% |
| 5Y | +121.5% | +53.2% | +68.3% | +78.7% |
| 10Y | +1,224.2% | +100.2% | +1,124.0% | +806.8% |
| All | +1,173.1% | +2,861.9% | -1,688.8% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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