+731.5%
MRVL vs ET
+1,447.8%
-716.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | +13.8% | +0.6% | +13.2% | +13.6% |
| 30D | +12.7% | +5.3% | +7.4% | +10.9% |
| 3M | -11.9% | +15.6% | -27.6% | -16.0% |
| 6M | +153.8% | +20.6% | +133.2% | +139.2% |
| YTD | +177.0% | +38.5% | +138.4% | +150.5% |
| 1Y | +252.3% | +35.7% | +216.6% | +220.7% |
| 3Y | +325.5% | +98.4% | +227.2% | +253.8% |
| 5Y | +290.9% | +245.3% | +45.6% | +182.2% |
| 10Y | +1,954.1% | +173.7% | +1,780.4% | +1,351.9% |
| All | +731.5% | +1,447.8% | -716.3% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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