+82.7%
MRVL vs ESI
+27.8%
+54.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.6% | -2.4% | -3.1% |
| 7D | -36.5% | -6.6% | -29.9% | -32.4% |
| 30D | -41.1% | -10.9% | -30.2% | -34.6% |
| 3M | -26.9% | -13.8% | -13.1% | -16.7% |
| 6M | -2.3% | -21.5% | +19.2% | +22.2% |
| YTD | +88.4% | +34.7% | +53.7% | +75.0% |
| 1Y | +82.7% | +24.9% | +57.9% | +79.7% |
| All | +82.7% | +27.8% | +54.9% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling