+298.8%
MRVL vs ESI
+81.9%
+216.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +4.6% |
| 7D | +3.2% | +3.3% | -0.1% | +0.4% |
| 30D | +5.9% | -5.9% | +11.8% | +11.5% |
| 3M | -29.3% | -14.1% | -15.2% | -18.0% |
| 6M | +186.5% | +6.6% | +179.9% | +181.2% |
| YTD | +163.4% | +45.0% | +118.4% | +98.1% |
| 1Y | +249.5% | +41.5% | +208.0% | +166.0% |
| All | +298.8% | +81.9% | +216.9% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling