+82.7%
MRVL vs ETN
-1.0%
+83.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.9% | +2.8% | +4.2% |
| 7D | -36.5% | -10.1% | -26.4% | -28.5% |
| 30D | -41.1% | -18.4% | -22.7% | -25.3% |
| 3M | -26.9% | -20.4% | -6.5% | -4.6% |
| 6M | -2.3% | -16.0% | +13.7% | +21.8% |
| YTD | +88.4% | +11.8% | +76.6% | +84.8% |
| 1Y | +82.7% | -5.5% | +88.2% | +116.8% |
| All | +82.7% | -1.0% | +83.8% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling