+82.7%
MRVL vs ES
-1.6%
+84.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.1% | -6.4% |
| 7D | -36.5% | +5.3% | -41.8% | -35.4% |
| 30D | -41.1% | +8.9% | -50.0% | -39.6% |
| 3M | -26.9% | -1.9% | -24.9% | -26.3% |
| 6M | -2.3% | +3.9% | -6.2% | -2.3% |
| YTD | +88.4% | +8.3% | +80.1% | +90.6% |
| 1Y | +82.7% | -0.1% | +82.9% | +83.2% |
| All | +82.7% | -1.6% | +84.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling