+1,817.3%
MRVL vs EWZ
+446.7%
+1,370.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.1% | -0.1% |
| 7D | +7.1% | +5.6% | +1.6% | +4.3% |
| 30D | +3.1% | +9.3% | -6.2% | -1.3% |
| 3M | -21.9% | +15.7% | -37.6% | -27.1% |
| 6M | +151.8% | +7.4% | +144.4% | +144.1% |
| YTD | +165.6% | +22.7% | +143.0% | +141.9% |
| 1Y | +242.3% | +36.4% | +205.9% | +196.1% |
| 3Y | +308.2% | +50.4% | +257.8% | +235.9% |
| 5Y | +280.4% | +67.6% | +212.7% | +191.0% |
| 10Y | +1,832.5% | +84.1% | +1,748.5% | +1,158.6% |
| All | +1,817.3% | +446.7% | +1,370.5% | +449.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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