+1,256.1%
MRVL vs ENB
+2,883.6%
-1,627.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +23.1% | 0.0% | +23.1% | +23.1% |
| 30D | -38.8% | +1.4% | -40.2% | -39.2% |
| 3M | -24.2% | -5.2% | -19.0% | -22.8% |
| 6M | 0.0% | -9.9% | +9.9% | +3.8% |
| YTD | +93.8% | +4.7% | +89.2% | +87.3% |
| 1Y | +84.4% | +2.8% | +81.6% | +79.4% |
| 3Y | +203.6% | +71.3% | +132.3% | +130.8% |
| 5Y | +127.8% | +58.6% | +69.2% | +81.2% |
| 10Y | +1,257.2% | +108.5% | +1,148.7% | +814.4% |
| All | +1,256.1% | +2,883.6% | -1,627.5% | +354.8% |
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