+84.4%
MRVL vs ES
+1.3%
+83.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.3% |
| 7D | +23.1% | -1.1% | +24.2% | +22.7% |
| 30D | -38.8% | +8.2% | -47.0% | -37.3% |
| 3M | -24.2% | +0.6% | -24.8% | -23.0% |
| 6M | 0.0% | +6.0% | -6.0% | 0.0% |
| YTD | +93.8% | +9.3% | +84.5% | +95.7% |
| 1Y | +84.4% | +1.1% | +83.3% | +84.4% |
| All | +84.4% | +1.3% | +83.1% | +84.4% |
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