+1,235.6%
MRVL vs EXC
+201.2%
+1,034.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +23.1% | -1.9% | +25.1% | +23.7% |
| 30D | -38.8% | +7.8% | -46.6% | -40.3% |
| 3M | -24.2% | +1.9% | -26.1% | -24.9% |
| 6M | 0.0% | +3.4% | -3.4% | -2.2% |
| YTD | +93.8% | +7.6% | +86.3% | +86.2% |
| 1Y | +84.4% | +2.1% | +82.3% | +80.0% |
| 3Y | +203.6% | +29.6% | +174.0% | +160.4% |
| 5Y | +127.8% | +39.5% | +88.3% | +86.9% |
| All | +1,235.6% | +201.2% | +1,034.4% | +732.2% |
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