+177.9%
MRVL vs ES
+46.3%
+131.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +5.1% |
| 7D | -28.1% | +1.9% | -30.0% | -27.7% |
| 30D | -50.4% | +7.1% | -57.4% | -49.6% |
| 3M | -32.9% | -1.9% | -31.0% | -32.7% |
| 6M | -17.9% | +4.4% | -22.3% | -17.3% |
| YTD | +66.4% | +7.3% | +59.1% | +68.8% |
| 1Y | +51.5% | +2.1% | +49.4% | +52.5% |
| 3Y | +177.9% | +41.8% | +136.0% | +182.1% |
| All | +177.9% | +46.3% | +131.6% | +182.1% |
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