+1,293.1%
MRVL vs ESI
+323.9%
+969.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.0% | +5.4% | +6.6% |
| 7D | +5.6% | +1.8% | +3.8% | +5.4% |
| 30D | -36.5% | -6.6% | -29.9% | -32.4% |
| 3M | -20.5% | -9.4% | -11.1% | -13.6% |
| 6M | -1.1% | -24.1% | +23.0% | +23.3% |
| YTD | +99.0% | +37.1% | +61.8% | +67.6% |
| 1Y | +89.3% | +24.5% | +64.7% | +69.4% |
| 3Y | +211.6% | +83.2% | +128.5% | +121.0% |
| 5Y | +134.1% | +44.0% | +90.1% | +91.2% |
| 10Y | +1,293.1% | +332.8% | +960.3% | +611.8% |
| All | +1,293.1% | +323.9% | +969.2% | +611.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling