+289.8%
MRVL vs ES
+29.7%
+260.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.0% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | +5.9% | -2.0% | +7.9% | +5.7% |
| 3M | -29.3% | +1.7% | -31.0% | -29.2% |
| 6M | +186.5% | -3.5% | +190.0% | +184.7% |
| YTD | +163.4% | +7.9% | +155.5% | +165.1% |
| 1Y | +249.5% | +17.2% | +232.3% | +254.3% |
| All | +289.8% | +29.7% | +260.1% | +277.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling