+118.8%
MRVL vs ES
+6.6%
+112.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.7% |
| 7D | +11.0% | +2.7% | +8.3% | +11.0% |
| 30D | -36.1% | +7.6% | -43.7% | -36.2% |
| 3M | -29.4% | +0.5% | -29.9% | -29.3% |
| 6M | -11.9% | +7.6% | -19.5% | -12.6% |
| YTD | +84.8% | +10.2% | +74.6% | +83.0% |
| 1Y | +79.4% | +1.8% | +77.6% | +78.4% |
| 3Y | +195.7% | +55.4% | +140.4% | +162.6% |
| All | +118.8% | +6.6% | +112.3% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling