+1,064.4%
MRVL vs ES
+661.4%
+403.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.7% |
| 7D | -28.1% | +1.9% | -30.0% | -28.9% |
| 30D | -50.4% | +7.1% | -57.4% | -52.0% |
| 3M | -32.9% | -1.9% | -31.0% | -33.0% |
| 6M | -17.9% | +4.4% | -22.3% | -20.6% |
| YTD | +66.4% | +7.3% | +59.1% | +58.9% |
| 1Y | +51.5% | +2.1% | +49.4% | +46.4% |
| 3Y | +177.9% | +41.8% | +136.0% | +124.9% |
| 5Y | +100.0% | +1.4% | +98.6% | +84.9% |
| 10Y | +1,108.1% | +86.8% | +1,021.4% | +682.6% |
| All | +1,064.4% | +661.4% | +403.0% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling