+323.1%
MRVL vs ETN
+86.8%
+236.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | +0.1% | -0.5% |
| 7D | +5.6% | +3.5% | +2.1% | +1.4% |
| 30D | +8.8% | -7.5% | +16.3% | +18.8% |
| 3M | -15.9% | +8.3% | -24.2% | -22.1% |
| 6M | +161.3% | +20.2% | +141.1% | +122.5% |
| YTD | +178.2% | +34.7% | +143.6% | +105.8% |
| 1Y | +255.3% | +19.4% | +235.9% | +198.4% |
| 3Y | +323.1% | +85.5% | +237.6% | +156.6% |
| All | +323.1% | +86.8% | +236.3% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling