+277.2%
MRVL vs ESI
+76.4%
+200.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +4.4% |
| 7D | +3.2% | +3.3% | -0.1% | +0.2% |
| 30D | +5.9% | -5.9% | +11.8% | +11.9% |
| 3M | -29.3% | -14.1% | -15.2% | -17.1% |
| 6M | +186.5% | +6.6% | +179.9% | +174.8% |
| YTD | +163.4% | +45.0% | +118.4% | +87.4% |
| 1Y | +249.5% | +41.5% | +208.0% | +151.4% |
| 3Y | +289.4% | +78.8% | +210.6% | +116.3% |
| All | +277.2% | +76.4% | +200.8% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling