+321.2%
MRVL vs ETR
+148.1%
+173.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.6% |
| 7D | +13.8% | +0.4% | +13.4% | +13.7% |
| 30D | +12.7% | +2.0% | +10.6% | +12.2% |
| 3M | -11.9% | -1.7% | -10.2% | -11.6% |
| 6M | +153.8% | +3.6% | +150.3% | +150.6% |
| YTD | +177.0% | +18.0% | +158.9% | +164.4% |
| 1Y | +252.3% | +26.2% | +226.1% | +232.5% |
| All | +321.2% | +148.1% | +173.1% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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