+1,173.1%
MRVL vs ES
+98.2%
+1,074.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.8% |
| 7D | +11.0% | +2.7% | +8.3% | +10.6% |
| 30D | -36.1% | +7.6% | -43.7% | -37.1% |
| 3M | -29.4% | +0.5% | -29.9% | -29.7% |
| 6M | -11.9% | +7.6% | -19.5% | -13.7% |
| YTD | +84.8% | +10.2% | +74.6% | +79.8% |
| 1Y | +79.4% | +1.8% | +77.6% | +76.7% |
| 3Y | +195.7% | +55.4% | +140.4% | +154.5% |
| 5Y | +117.2% | +7.3% | +109.9% | +109.5% |
| All | +1,173.1% | +98.2% | +1,074.9% | +1,160.3% |
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