+524.7%
MRVL vs EOSE
-57.1%
+581.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | -0.7% |
| 7D | +7.1% | +41.4% | -34.3% | +1.6% |
| 30D | +3.1% | +3.6% | -0.6% | +1.9% |
| 3M | -21.9% | -35.7% | +13.8% | -17.7% |
| 6M | +151.8% | -29.9% | +181.7% | +159.7% |
| YTD | +165.6% | -62.5% | +228.1% | +188.5% |
| 1Y | +242.3% | -37.4% | +279.7% | +241.1% |
| 3Y | +308.2% | +55.8% | +252.4% | +224.6% |
| 5Y | +280.4% | -67.8% | +348.2% | +187.5% |
| All | +524.7% | -57.1% | +581.8% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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