+1,204.0%
MRVL vs ES
+82.6%
+1,121.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.5% | +10.0% | +9.6% |
| 7D | -9.8% | -0.1% | -9.7% | -9.9% |
| 30D | -43.8% | +5.7% | -49.6% | -44.6% |
| 3M | -29.3% | -2.8% | -26.5% | -29.2% |
| 6M | -9.1% | +7.0% | -16.1% | -11.1% |
| YTD | +82.2% | +6.8% | +75.5% | +78.1% |
| 1Y | +70.3% | -0.5% | +70.8% | +68.2% |
| 3Y | +197.0% | +47.2% | +149.8% | +158.7% |
| 5Y | +115.8% | +2.3% | +113.5% | +110.1% |
| 10Y | +1,204.0% | +85.6% | +1,118.4% | +1,194.6% |
| All | +1,204.0% | +82.6% | +1,121.4% | +1,194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling