+1,986.6%
MRVL vs ESI
+224.6%
+1,761.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +5.6% |
| 7D | +3.2% | +3.3% | -0.1% | +1.6% |
| 30D | +5.9% | -5.9% | +11.8% | +9.2% |
| 3M | -29.3% | -14.1% | -15.2% | -22.6% |
| 6M | +186.5% | +6.6% | +179.9% | +184.0% |
| YTD | +163.4% | +45.0% | +118.4% | +126.2% |
| 1Y | +249.5% | +41.5% | +208.0% | +203.0% |
| 3Y | +289.4% | +78.8% | +210.6% | +209.8% |
| 5Y | +270.2% | +70.9% | +199.4% | +204.7% |
| 10Y | +1,748.8% | +317.1% | +1,431.8% | +1,031.8% |
| All | +1,986.6% | +224.6% | +1,761.9% | +1,285.2% |
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