+1,837.5%
MRVL vs ETN
+6,296.3%
-4,458.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.4% |
| 7D | +13.8% | +6.2% | +7.6% | +8.9% |
| 30D | +12.7% | -6.7% | +19.4% | +18.5% |
| 3M | -11.9% | +3.6% | -15.5% | -12.6% |
| 6M | +153.8% | +18.3% | +135.5% | +134.3% |
| YTD | +177.0% | +31.5% | +145.5% | +135.8% |
| 1Y | +252.3% | +20.6% | +231.8% | +218.6% |
| 3Y | +325.5% | +82.5% | +243.0% | +205.1% |
| 5Y | +290.9% | +177.8% | +113.1% | +119.2% |
| 10Y | +1,954.1% | +705.0% | +1,249.1% | +459.1% |
| All | +1,837.5% | +6,296.3% | -4,458.7% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling