+1,475.9%
MRVL vs ESI
+207.0%
+1,268.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.0% | +5.4% | +7.4% |
| 7D | +5.6% | +1.8% | +3.8% | +5.5% |
| 30D | -36.5% | -6.6% | -29.9% | -33.5% |
| 3M | -20.5% | -9.4% | -11.1% | -15.3% |
| 6M | -1.1% | -24.1% | +23.0% | +16.6% |
| YTD | +99.0% | +37.1% | +61.8% | +78.1% |
| 1Y | +89.3% | +24.5% | +64.7% | +76.9% |
| 3Y | +211.6% | +83.2% | +128.5% | +150.4% |
| 5Y | +134.1% | +44.0% | +90.1% | +108.5% |
| 10Y | +1,293.1% | +332.8% | +960.3% | +776.6% |
| All | +1,475.9% | +207.0% | +1,268.9% | +990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling