+65.9%
MRVL vs ES
-0.1%
+66.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -10.2% | +0.9% | -11.1% | -9.8% |
| 30D | -43.9% | +5.9% | -49.8% | -42.9% |
| 3M | -26.0% | -1.0% | -24.9% | -25.3% |
| 6M | -9.2% | +7.2% | -16.4% | -10.0% |
| YTD | +82.0% | +7.0% | +75.0% | +82.6% |
| 1Y | +65.9% | +0.5% | +65.4% | +65.0% |
| All | +65.9% | -0.1% | +66.0% | +65.0% |
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