+1,204.0%
MRVL vs EXC
+176.1%
+1,027.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | -9.8% | -1.7% | -8.1% | -9.5% |
| 30D | -43.8% | +9.3% | -53.2% | -45.4% |
| 3M | -29.3% | +1.0% | -30.3% | -29.8% |
| 6M | -9.1% | +5.9% | -15.0% | -11.9% |
| YTD | +82.2% | +7.6% | +74.6% | +75.0% |
| 1Y | +70.3% | +2.4% | +67.9% | +66.1% |
| 3Y | +197.0% | +30.2% | +166.8% | +154.2% |
| 5Y | +115.8% | +41.4% | +74.4% | +76.0% |
| 10Y | +1,204.0% | +183.8% | +1,020.3% | +715.6% |
| All | +1,204.0% | +176.1% | +1,027.9% | +715.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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