+1,743.1%
MRVL vs ES
+665.6%
+1,077.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.3% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +5.9% | -2.0% | +7.9% | +6.7% |
| 3M | -29.3% | +1.7% | -31.0% | -30.4% |
| 6M | +186.5% | -3.5% | +190.0% | +187.7% |
| YTD | +163.4% | +7.9% | +155.5% | +153.1% |
| 1Y | +249.5% | +17.2% | +232.3% | +221.8% |
| 3Y | +289.4% | +29.3% | +260.1% | +229.7% |
| 5Y | +270.2% | -5.7% | +276.0% | +256.0% |
| 10Y | +1,748.8% | +85.2% | +1,663.6% | +1,112.9% |
| All | +1,743.1% | +665.6% | +1,077.5% | +375.6% |
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