+1,832.5%
MRVL vs ES
+85.1%
+1,747.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +7.1% | +1.4% | +5.7% | +6.9% |
| 30D | +3.1% | -1.2% | +4.2% | +3.3% |
| 3M | -21.9% | +5.0% | -26.9% | -23.0% |
| 6M | +151.8% | -2.8% | +154.7% | +151.9% |
| YTD | +165.6% | +8.6% | +157.1% | +159.7% |
| 1Y | +242.3% | +18.9% | +223.3% | +225.8% |
| 3Y | +308.2% | +32.1% | +276.0% | +268.3% |
| 5Y | +280.4% | -5.1% | +285.4% | +280.1% |
| 10Y | +1,832.5% | +84.2% | +1,748.4% | +1,684.6% |
| All | +1,832.5% | +85.1% | +1,747.4% | +1,684.6% |
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