+323.1%
MRVL vs EQX
+168.9%
+154.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.7% |
| 7D | +5.6% | -3.2% | +8.8% | +6.4% |
| 30D | +8.8% | +7.8% | +1.0% | +7.0% |
| 3M | -15.9% | +21.3% | -37.2% | -19.5% |
| 6M | +161.3% | -22.4% | +183.7% | +167.4% |
| YTD | +178.2% | -11.3% | +189.6% | +176.9% |
| 1Y | +255.3% | +13.5% | +241.8% | +238.8% |
| 3Y | +323.1% | +162.1% | +161.0% | +246.1% |
| All | +323.1% | +168.9% | +154.2% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling