+1,925.8%
MRVL vs EWY
+311.4%
+1,614.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +1.0% |
| 7D | +5.6% | -0.1% | +5.7% | +5.7% |
| 30D | +8.8% | +7.3% | +1.5% | +2.3% |
| 3M | -15.9% | -5.1% | -10.7% | -10.6% |
| 6M | +161.3% | +42.1% | +119.2% | +87.2% |
| YTD | +178.2% | +94.1% | +84.1% | +43.4% |
| 1Y | +255.3% | +147.8% | +107.5% | +43.2% |
| 3Y | +323.1% | +222.9% | +100.2% | +34.3% |
| 5Y | +293.2% | +150.6% | +142.6% | +58.3% |
| All | +1,925.8% | +311.4% | +1,614.4% | +507.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 10y: compounded portfolio wealth divided by compounded EWY 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…
10y analysis · Full analysis span regression · 6 months rolling