+115.8%
MRVL vs ESI
+42.9%
+72.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.1% | +4.4% | +4.6% |
| 7D | -9.8% | -3.5% | -6.4% | -5.8% |
| 30D | -43.8% | -9.3% | -34.6% | -37.4% |
| 3M | -29.3% | -12.8% | -16.5% | -18.3% |
| 6M | -9.1% | -24.6% | +15.5% | +22.7% |
| YTD | +82.2% | +32.7% | +49.5% | +40.8% |
| 1Y | +70.3% | +20.3% | +50.0% | +44.4% |
| 3Y | +197.0% | +80.2% | +116.8% | +58.3% |
| 5Y | +115.8% | +40.0% | +75.8% | +44.8% |
| All | +115.8% | +42.9% | +72.9% | +44.8% |
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 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